So let's talk about this in a little bit more depth. I happen to be comfortable (at least in most contexts, not all) openly identifying as both transfem and nonbinary, but non all nonbinary people feel this way.
Some reasons why they might not, and these examples are all from real people:
Some nonbinary people are fully agender, and don't like or identify with the terms transfem or transmasc because these terms imply they have a gender somewhere on the M-F spectrum, which they do not.
Some nonbinary people have a distinct gender (I,e. They are not agender) but it isn't on the M-F axis (e.g. aporagender, although not everyone for whom this scenario is true identifies with that term)
Some nonbinary people may privately identify as transfem or transmasc, but do not want to reveal which they are, and do not wish to reveal their assigned birth gender, so they publicly do not identify with these terms because they think it's none of your business.
Some nonbinary people's experience of transness involves crossing gender roles "both ways"; for example someone might pursue HRT but then engage in other presentation choices or even medical treatments that push people's perception of them back towards their assigned birth sex. So these people might identify as being both transfem and transmasc in different aspects of their life. Or they may find these labels flawed because they are oversimplified so they want to avoid using them entirely.
Some nonbinary people are genderfluid so they may feel transmasc or transfem some of the time, but not all of the time, and because of this, they may feel uncomfortable labeling themselves with one of those terms on a more permanent basis.
Some nonbinary people are intersex and their experience of transness does not start fully from a binary reference sex, and thus they are not fully comfortable with the terms transfem or transmasc, even if their gender identity would technically satisfy it with respect to their binary sex assigned at birth. They see the terms as misleading, overgeneralizing, and/or erasing key aspects of their intersex experience.
All of these sorts of nonbinary people are valid.
There might be other people I haven't even imagined. These are just ideas I have heard people express.
Please liberate yourself, don't hold onto anger at nonbinary people when that anger is best directed at the systems that oppress us.
