He's desperate.
Chris has a problem: He lives in a world that he has very little power over. He is well aware of what reality is, and that reality says that Chris is unimpressive and unimportant, or at least not as important to the world as he wishes he was. He tries to fix this with fantasy. In the creative sense, he pictures himself as the king of CWCville, beloved ruler, more powerful than any of his characters, etc. In real life, he sees himself as strong, trim, handsome/pretty, and a specimen of irresistible, smouldering sexiness. However, all of this is easily undone with little more than a few moment's observation of the world around him, as the ladies pass him by without a second glance, or with a few words gently informing or reminding Chris of what's actually happening.
This crushes Chris, his elaborate, comforting power fantasies being undone by such simple methods. Not only does he feel sad, but he likely feels powerless as well, because, after all, he is powerless, at least when it comes to shaping how others see him. That is the reality that he is trying to escape, that no one sees him as he wants to be seen, and thus, no one is going to put him on a pedestal and take care of him. When his fantasies are destroyed or even just attacked, Chris does the only thing he knows how to do to combat reality: He lies to the people attacking him. He wants to convince the attacker that things are going the way Chris wants them to.
But even then, there's a problem: Chris is a horrible liar. When he lies, he's doing so to protect his own fragile ego. He seems not to have understood that the benefit of the lie is meant to go to the one being lied to; it's the other party to whom the lie needs to be tailored. For that dumb whopper above to have any hint of credibility, Chris should have said, "I've already started the transitioning process and have had my testicles removed... mm. Yeah."
A lie? Oh, yes, without question - but one that cannot be verified until the next nude leak, if that were even ever to happen again. Instead, he states the impossible, because, again, the benefit of the lie isn't supposed to be for him, but he's so desperate to comfort himself in light of this current onslaught of trolls, he doesn't realize that.
Chris knows that this whole trans thing is BS, but he'd never have to face that as long as everyone believed it. No one is. Now he's struggling to keep the lie alive.