When I first read this, I was picturing him carrying a Glock in his purse. I was about to say, “Wow, we really haven’t progressed much as a civilization if he feels the need for that, now have we?” 
Also, “travesty” comes from the same root as “transvestite” (literally cross-clothes), the origin of its meaning of “farce” or “mockery”, which makes it hilarious when people use it like “tragedy”.
Valete,
Vox Imperatoris
When I go out, I adopt a softer high pitched voice that’s a rough approximation of a woman’s voice. I don’t “tuck” because it sounds painful and I’m not wearing that tight clothing to begin with. Sometimes I shave, but I much prefer to get my legs waxed. My shoe size is 11. I rarely underdress, partly out of fear of getting caught and partly because I’d be too excited. I’ve never ran into someone I know outside of dressing; since I only go to gay clubs they’d have to admit they went there too anyway.
Aghris your friend may either be fighting internally over his crossdressing. He might worry that you might think he’s gay, very common with straight CD’s. Or he might fear you would reveal (even unwittingly) his crossdressing to people who weren’t so tolerant. If you’ve flat out asked him and he won’t answer you’re probably best just dropping the issue. At least he knows that if he does come around, you’ll be open to him.
Did you have a chance to read this book? Self Made Man
I am guessing that the question “why do you do it?” is probably (mostly) unanswerable? That you find it a sexual turn-on is answer enough for me. I find male crossdressers sexually appealing, but danged if I could tell you why. No more than I could tell you why I like certain facial features, certain sexual positions, and all hot and sour soups. I just do.