What if she actually liked me (I know that's hard for you to imagine right now, but surprisingly it does happen) and I led her on in order for her to feel accepted? She's going to feel worse about that then she would have find upfront.
Now this is your most ridiculous point yet.
So, you go on a date, you find out something that makes the two of you incompatible, despite the fact that your date likes you. Then what? Are you suggesting you should then stop talking to them immediately? Stop being friendly and enjoying a nice evening? Because you're incompatible romantically?
I've been on a number of dates where we have both been cis-gendered, often I've found something that is a deal-breaker for me. I've then continued the date (possibly having mentioned the fact that I couldn't be romantically involved with them the moment I realised it - depending on intuition and context), I've laughed, I've had a good time and perhaps even continued to be their good friend. This has happened with the last two people I went on 1st dates with.
I think that's what has really been bothering me about this thread. The idea that there has to be some intense romantic intent on 1st dates.
I don't know about you, but often, I barely know a person on a first date! They seem nice, I go along. I could end up romantically interested, we could end up being friends, it could just be one of those enjoyable nights out with someone where you don't necessarily ever meet up again. It could be a massive bore.
I don't see how continuing a date to it's logical conclusion (i.e. end of dinner, etc) and being friendly and talking and doing most of what you were doing before finding out the deal-breaker (minus overt flirting of course), is leading someone on. In all romantic situations I like to think that I mean more to someone than sex, that if they weren't attracted to me, they'd still like me.
I don't see why you'd have to react any differently towards a person you're on a date with that tells you they're transgendered than you would with any other deal-breaker.
It was a nice date, you liked them, you find out you're incompatible with them or they are with you - in my experience, this is most 1st dates!
And when it comes down to it, it's a bloody first date! I think, unless you've known the person for a while and have been getting your hopes up over time, that anyone feeling hugely hurt and 'led on' on a first date with someone who then reveals they're transgendered needs to get a grip on themselves. How serious can you get about a person on a first date? And if the answer is very: you probably need to deal with that, most first dates don't work out and you can't afford to let yourself get too smashed up every time on doesn't go as wanted or expected.
Note: No offense to OP, I think if someone has a bit of a fit at you and insults you on a date then there's more than enough reason to be upset.