Additionally, we would expect suicide rates to be substantially lower in those Scandinavian countries you mention, where "tolerance" is highest. Instead, we see extraordinarily high suicide rates, like we see elsewhere, which points mostly to internal, rather than external, factors to explain these rates.
Anecdotally, every trans kid I have taught or encountered is a child on the periphery of his/her peer group. Not a single one could be described as "popular," and I'd be shocked if any others have observations that are much different. They're kids who are almost always dealing with psychological issues and certainly social challenges. "Coming out" as trans garners attention and provides a connection to other peers who have done the same. Additionally, it now provides power, as these kids can dictate language and, at times, get adults in trouble who do not conform to their language or accommodation demands. We have seen two notable, publicized cases in which teachers were fired for not conforming to pronoun demands.