To be fair, when someone's a Steve, they're a Steve. There's just no faking it. Good on those trans-men for recognizing it.

I would love to know a trans masc called Steve. I do know multiple Haydn and Rylan though! Most of the trans femmes I know either pick a perfectly fine normal name or they are a flower. So many Rose.

"I... Am Steve."

There's a very famous (in certain circles) trans singer named ethel

Airyn sounds like Aaron though.

Looks like not yet.

(I personally chose a name that I thought of as a bit old-timey, but it turned out that it's been a fairly popular baby name the last few years.)

Ahhh, I knew I was forgetting the third in the trinity of trans guy names

Mildew is clearly a trans femme non-binary name though

Bait n switch

The actual type of play on words is called paraprosdokian. Where the in this case punchline is surprising in a way that makes you reinterpret the setup.

In this case "I wanna be supportive but," is kind of priming the reader to expect they're gonna say some transphobic shit then you read "fucking Mildred?" and those expectations are subverted by the actual point being essentially "Why you taking names from 2000's obituaries?"

To my knowledge there's not like a widespread name for this as like a comedic genre because it's just one of the basic ways you can structure a joke. I've seen some comics call it a swerve or an anti-climax but nothing widespread.

"Oh yes?" hides our names behind our back "you don't say." "Interesting..."