Not at all! But the greater part to answering this question, is based on an individual decision. But first, a little gender 101! Transgender is just about that, your gender! Transgender folks experience a sense of being in the wrong gender based on the sex assigned to them at birth. For this reason, we say trans folks are expressing a diverse gender identity. This has to do with them and how they feel, a sense of self, a personal identity and how they perceive their own gender. Sexual orientation, on the other hand, has to do with whom you find emotionally, sexually and otherwise attractive. This ranges from homosexual to bisexual to heterosexual.
Being gay, lesbian, bisexual, asexual, pansexual, etc is expressing a diverse sexual orientation or identity, and like any other person, transgender individuals can also be homosexual, bisexual, pansexual, etc. So, trans persons also have a sexual orientation.