Moreover, if nobody can know my mind better than I, this is a big problem. It means psychology hasn't advanced enough.

Psychology hasn't advanced enough. It's been discussed here on LW over and over again. It is ultimately based on an inherent degree of subjectivity and something more akin to a collection of best practices than actual science.

And most important - this is completely useless when you're trying to know your own mind. Some people regret transitioning and go back.

Transitioning is always a risk - the best that can be done is minimizing the likelihood of such an event by carefully evaluating the pros and cons beforehand.

And while it is a therapist making the final decision, it is ultimately based on self-diagnosis. If you don't realize you have gender identity problems, nobody else will do it for you.