Coming out as a transgender person is different than for gay people. (I would say "more challenging", however, trying to rank groups based on who is stigmatized more is usually wrong-headed)
In their day-to-day interactions, especially when they're alone (not around a partner or around gay friends), gay people have a lot of control over what signals they want to send using their behaviors. They can turn off their behaviors that are "tells" (e.g. swish) whenever they don't feel safe. For things that disclose them as being gay more overtly, such as being affectionate with a partner, or openly talking about being affectionate with someone of a specific gender, they can stop doing that as soon as someone deemed unsafe walks in the room.
For trans people, however, our identity is more tightly associated with the clothing we're wearing, the cosmetics we're wearing, the manner in which we wear our breasts (i.e. bound or not) and hair (for some people, wearing their long hair in a ponytail makes them appear slightly more masculine, while wearing it down makes them appear somewhat more feminine). These are more difficult to change quickly based on who walks into the room.
So trans people tend to have to choose to be "out" to everyone at a specific location.