Yes, there are obvious advantages to overtly identifying with some established group, but if you identify too strongly and become a capital-F Feminist (or a capital D-Democrat, or even a capital-R Rationalist) there's a real danger that conforming to the label will get in the way of actually achieving your original goals.

It's analogous to the idea that you shouldn't use dark side methods in the service of rationality - ie that you shouldn't place too much trust in your own ability to be virtuously hypocritical.