In this case, there was an ID issued that said she's legally a woman.The incident in the change room doesn't seem to have had anything beyond the person saying it. And what else would there be for a situation like that? It's not like there are ID cards issued.
And I think a transgendered person using a public bathroom is a bit different. Other then at this Olympics, there are individual stalls. In a change room there are not always individual curtained areas.
You bring up a good point, though. There SHOULD be some form of identification issued by a doctor that confirms that a person is transgendered, going through transition. Maybe with a chip or strip that chronicles the medical history. Not a bad idea.