This absolutely never happened. There is no way a two year old child ever said such a thing. This statement is diagnostic of mental illness and dishonesty.
Munchhausen by Proxy
No two year old child has the ability to form and express abstract thoughts re changing genders. That was total BS.
My 9 year old grandson went through a phase when he was around 4 years old, he said he wanted to be a shark when he grew up. This went on for about a year. Eventually he realized he could not grow up to be a shark.