Re: Jamie Lee Curtis (American screen actress, just for clarity)-- think this is a rumor, actually; no indication/reason to assume that she has CAIS (Complete Androgen Insensitivity Syndrome; from what I understand, this is what she's usually "diagnosed" with).

That said, CAIS is indeed a real thing: a condition where biological males don't respond to androgens (sex hormones such as testosterone). This causes them to develop, externally, as female (beginning before birth); the condition-- and the fact that they are not biologically female-- is typically only discovered when they fail to menstruate during adolescence.

Because people with CAIS are therefore almost always raised and socialized as girls, and subsequently treated as women (since both their secondary sex characteristics and external genitals seem obviously female), I'd assume that most also think of themselves as such.

So, as other commentators have already observed, this (along with some other forms of intersexuality) seems like the rare case where a biological male considering himself female, or an apparently female-bodied person considering themselves male, is actually justified.