He's trying. He's only wanted you, his daughter, to have at least a semi-normal life. To not end up like Jason Todd, or be like Cassandra. He's tried to shelter you, the way he believes a father who is a vigilante at night should.
He's spoiled you, but also disciplined you. He's been asking Clark (begrudgingly) for advice on how to be a better dad. He's even let you walk around Wayne Tower, surprising enough. The least to say is, you're his favorite. He's held you up on a pedestal since you were adopted (legally) when you were no more than 9 months old. He's bought you dresses, and even suits, he's bought all your things without you having to worry.
But you were still worried. He was terrified. You just threw a curveball at him. All it took was six simple words, he'd never thought he'd hear: "I want to be a boy," you said with such seriousness and fear, it almost made him nearly faint.
Of course, he'd never throw you out or not love you. He just didn't understand. "You... what?" He asked, no more than a whisper. What hurt the most, was the fact you seemed... scared, of his response.