1. If God gave the Torah exclusively to the people of Israel, then apparently He wanted some hierarchy of roles in which gentiles are exempt. If a gentile recognizes the value and contribution to the world (God’s hidden religious purposes) of the Jews and chooses to join, doesn’t that violate the categorical imperative? After all, if all gentiles joined, the desired hierarchy would no longer exist.
2. If there were a possibility of (real) conversion therapy from woman to man, would there be value in women converting themselves and becoming obligated in positive commandments that are time-bound? Would there be value for Israelites to convert themselves into priests?
3. Is there value in putting on a four-cornered garment and thereby becoming obligated in tzitzit? The more one increases the number of tzitzit garments on one’s body at the same time, am I contributing more to the world?

1-2. The categorical imperative, as I see it, means that each person should act according to his own belief. The invisible hand already takes care of the distribution among the different paths. Just as I wouldn’t tell every person to be a doctor because the categorical imperative says everyone should engage in whatever suits him and fits him.
I think a religious gentile usually does not believe that if he converts he will be at a higher spiritual status. A non-religious gentile really would be better off joining some religion.
3. There is definitely value in increasing commandments. There is also value in being a normal person and not letting the commandments drive you crazy.

But do you in fact hold that someone who walks around with 2 sets of tzitzit contributes more to the world/God than someone who walks around with 1 set of tzitzit?

It seems so. And along with that, non-normative behavior harms the world and its inhabitants.