Missus, it's because they have to start somewhere, and the easiest place to start is something small like panties and hose.
The mistake that you may be making is believing that a CDer has reached his end point when he is just starting out. A lot of the CDers don't help with this, since the tendency is to downplay it and not divulge everything to a wife right away. Very few CDers will be able to tell their wives, "Honey, I know that I only underdress and I know that I'm in the closet because I feel as if I don't pass, but you need to know that it is my secret wish to start practicing on the makeup, eventually get forms and a wig, learn to hide my beard, shave my legs, build up a wardrobe, all so that I will be able to go out and look like a believable female. Or, if I can't go out, at least I want to look in the mirror and see a believable representation of a female".
It takes time to reach that point, but the desire to get there for CDers like your husband, perhaps, was always there.
You mention lingerie and silky soft materials, so I'm guessing that for you the dressing is sensual and/or sexual. It's uncanny how powerful are sexual urges and this is why they come back with a vengeance after a period of abstinence, while the desire for alcohol for example, abates with abstinence. I think that sexual urges are among the most powerful that we humans have. The reason for this is pure biology. We have a primitive and fundamental desire to propagate our species. So, any behavior that is tied to our sexual desires is imprinted at a very young age and it is almost impossible to get rid of it once it is imprinted.