Annika Hansen was a little girl whose young adult life was stolen through assimilation by the Borg. The person who emerged from the Collective was not this same innocent little girl anymore, it is possible that Seven can not even remember much if any of her childhood.
Seven had lived her life as a Borg drone as a part of a collective consciousness, in a genderless and emotionless state with the thoughts and knowledge of millions of other assimilated beings passing through her mind - there would have been no sense of individuality or identity during this time. Of course, this is besides Seven’s interactions in the dreamscape of Unimatrix Zero. Annika *became* Seven. After leaving the Collective this designation was acceptable to the character and her friends and she chose to go by it.
Seven needed to learn how to be an independent and unique individual after decades of having that stolen from her. Those who grew to love and nurture Seven used this name for her with affection. Seven accepted what she once was, and at the same time what she becoming with her name being a ‘bridge’ in her acceptance of being ‘one’, an individual; an entity separate from the Collective yet still very much impacted by her time spent as part of it.
I do think that Seven would have referred to herself only as Seven though with time, probably dropping the ‘of Nine’ part of her name. Unless Seven *wanted to* remember that she was Seven of Nine… Seven may be wearing her name like a tattoo. A reminder of who she once was, what she became and eventually the acceptance of who she was by those around her, in particular those who cared and nurtured her aboard Voyager. Seven may also not want to forget where she came from because it made her who she is today, regardless of the trauma.
She *was*
Seven of Nine, Tertiary Adjunct of Unimatrix Zero One. The other Nine were not so lucky. Seven may never want to forget this.
I think that Star Trek is at its best and most intelligent when it uses allegories to address social issues rather than being blazé and shoving an agenda blatantly in to our faces. Star Trek can deal with important topics and themes but when it does it needs to remember that above all else it is a science fiction show not a soap opera. It also takes more creativity to write things allegorically and allows for interesting inspired storylines.
I think that Seven herself would not be trans. She would probably have been genderless to some extent as a result of her time in the Collective… though over the proceeding years she may or may not have found an identity for herself. This has not been explored properly yet on screen.
Perhaps Seven will truly find herself when she becomes Captain of the Enterprise in a new continuation of the Star Trek Universe.