When someone clearly states that they wish to be addressed using female pronouns, it is considered exceptionally rude and disrespectful not to do so. It's a tremendous slap to the face. Regardless of the individual, everyone-- and this includes criminals and people one simply does not like-- has the right to self-determine their own gender.
Most recently, this has manifested in CNN's coverage (and the coverage of other news organisations) of the Manning case. CNN may be following the AP Stylebook guidelines (themselves flawed and disrespectful) by continually referring to PFC Manning as "he" (see http://www.cnn.com/2013/08/23/opinion/cevallos-bradley-manning-gender-identity/ ), but nonetheless she is a SHE. By continually, deliberately referring to Ms. Manning as a male, CNN is denying Manning her rights to self-determination and self-identity-- basic human rights.