While the sky may be blue, and most people are fine with that, if someone feels a strong desire to "see things differently", they have the ability to alter their own personal experience. Until recently, people who were born with/without an X chromosome and yet felt "this isn't me" were limited to tranvestitism (cross-dressing) and adopting behaviors that we more "in line with how I consider myself to be". That was the case for thousands of years, there's plenty of evidence of it occurring, and depending on the society they were in, their acceptance by others varied from culture to culture. Today? Now that we have modern medical abilities, such individuals have many more options just "put on the clothes and adopt the mannerisms that make them feel more accurate to their desires". They can each decide how/what they want to change, and find something that best suits themselves. Even to the point of body alteration. Surgery, implants, hormonal treatments, etc. can allow someone who "blue is not their preferred color for the sky" to try for something that will bring them to "a better place than I was in before".