I do not understand why people get sex changes? I am not against it but just do not understand the reason.

The stereotypical response is "there trapped in a man's body but actually are a woman on the inside" (or vice versa for trans men). The answer is really more close to that they think the only way to express there femininity or masculinity is by changing there appearance to the opposite sex.

Of course in our society today the only way they can express that is but changing their body. And that's only because people wouldn't expect how they acted otherwise.

Sexual identity is different than biological gender.  Sexual identity is about how the person thinks and feels in their minds.  Biological gender is determined by their genetics. 

For cis gender people their sexual identity matches with their biological gender.  For trans people their sexual identity does not match their biological gender.  As a result some of them decide to make some physical changes to make their physical bodies look more like how they identify in their minds.