A mental disorder called gender dysphoria causes transgender people. In their mind, They feel like they are born into the wrong body but in reality, They aren't and it's all in their head, So a completely natural process isn't going to stop because you think you're a guy. "Facts don't care about your feelings. " - Ben Shapiro
Trans girls are born as boys why would they even have them in the first place. Even after you get the surgery I don't think you would be able to have a cycle either. If they can than I don't get why they shouldn't. Periods don't have to do with your gender identity.