In a society which treats two classes as mutually exclusive and as having differing inherent worths, such as patriarchal society which treats men and women as mutually exclusive classes with women treated as subordinate to men, a common refrain from the subordinate class is that some tragedy ought befall members of the the dominant class. Due to the dominance relation, such expressions are, as a rule, materially impotent. A woman saying āall men should dieā has no more effect on the material wellbeing of men, as individuals or as a class, than her commenting on the weather. These expressions are so materially impotent that it is trivial for members of the dominant class to verbally agree; they are not threatened by them. In fact, it has been observed that, for example, a man who recognizes the prevalence of bad behaviour in the vast majority of men will agree or remain silent in the face of these expressions since he understands them not to apply to him personally. With this in mind, I consider the two classes of trans woman you have mentioned.
First, the closeted trans woman: a trans woman who knows she is a woman but who is hiding this from some number of other people. You argue that she is put at risk by people saying āall men should die.ā There are three reasons she is not. The first is that, once again, no actual threat of violence accompanies this expression; nobody is at risk of harm for its utterance. The second is that a fortiori, she knows she is a woman; she knows that the statement does not refer to her. Third, if she feels compelled to reply but does not want to alert the people around her that she is trans, then she can reply in the same way as men do currently, some variation on āyeah, men sure suck.ā She neednāt even necessarily lie.
The second class of trans woman is the person who has not realized she is a trans woman, or would prefer to be a woman, or would be happier or more fulfilled, etc., in short: the egg. Depending on how you understand the ontology of egghood, there are different rebuttals one could present to the assertion that āall men should dieā harms eggs. The most important of which is that, once again, no material harm is threatened because the expression does not carry with it a threat of actual violence. Furthermore, the same options for deflection are available as before. For both closeted trans women and eggs, utterances of āall men should dieā presents no material threat.
However, your reply does raise a point I thought not worth mentioning before. There is harm done by the expression to peopleās feelings. Men, and people who think they are men, may feel sad that some people over whom they wield social power are saying mean things about them. It can be hard to acknowledge that one has the capacity to harm; it can be hard to come to grips with oneās dominant position in a power differential, particularly when the dominant position is characterized by the subordinate class as evil or inherently harmful. Nevertheless, the threat of violence to the subordinate group at the hands the dominant group is of a much different character. Hurt feelings are not similar to the material harm facing women from people who believe themselves to be men. Eggs, who characteristically believe themselves to be men, once again have the same options available to them as men do, which includes simply not taking offence.
Trans women are not the targets of āall men should die,ā regardless of their stage of transition. Trans women are not harmed by āall men should die.ā Even men, the targets of āall men should die,ā are not materially harmed. When you tell people of a subordinate class that their materially impotent expressions of frustration against the dominant class are unacceptable, you are running cover for precisely the members of the dominant group about whom those expressions are made. The argument that āall men should dieā affects trans women, implies that trans women are men.