There's no such thing as "gender identity theory". There is such a thing as gender (masculinity, femininity, whatever) it's a social construct but it's real. Growing up in a gendered society, most of us develop a gender identity early on: sense of self as boy/girl & woman/man...

it would be rare not to develop an internal sense of gender, intrinsic to self, because we are taught to be gendered, taught to fit in -so it sinks in. Most ppl have a sense of self as a man or woman, as masculine or feminine, as a husband or wife etc - gendered roles in society.

So although it's all well & good to say that gender is a social construction (it is) it's still often experienced as natural, sometimes even innate. Gender is real, gendering is real & it has real consequences. If you don't think anyone has a gender identity then you could say..

..that gender identity is just a theory about people's identity & sense of self & actually nobody really has one (although probably ppl understand their own sense of self better than you do). However, gender is blatantly around us & shaping us, that's not a theory, that's real.