Hello CK.
I see some issues with such an idea.
The first is the brain is far from being an immortal organ. Diseases like dementia demonstrates how susceptible the brain is to being damaged or worse. Brain injuries can also easily wreak havoc on the functionality of the brain.
The second is the brain is the most complex organ in the body. Arguably, it's the most complex known object in the universe. Unlike other organs like lungs, kidneys, hearts, etc., scientists has made no major progress with replicating partial or complete functions of the brain as far as I'm aware of. How would surgeons get comprehensive practice performing such an arduous and delicate operation? Even if the surgery was deemed a success, there's no telling what symptoms or problems may occur post-op. Your new body may reject your brain, you may have difficulty using your senses, or you may have to relearn how to walk or speak. Who knows whether you may be more susceptible to developing a mental illness or something as a result of the transplant? Getting a new body may be fun at first, but the experience may become agonizing when you're suffering from severe depression, psychosis or paranoia.
Complexities aside, what if your brain doesn't fit in the head of a typical female body?

It's not like your brain can be simply trimmed down to size. Perhaps a simpler alternative would be to transplant the brain to a feminine android body? It wouldn't be the same as a real human body, but maybe a lot of the difficulties associated with such a transplant could be negated with an android body.
On a lighter note, I think NBE can be used to illustrate my point. Our brains have to adjust to having growing breasts on our chests. This period of novelty and adjustment is just for one part of our bodies. Now imagine the same going for the entire body.