I have been asked this question once or twice...
I suspect we have all asked ourselves this question more than once.
For me it has to do with the fact that I feel more 'myself' dressed and that this creates a sense of well being.
Sure the clothes themselves may be less physically comfortable than men's clothes (or not, depending on what you are wearing, your body shape etc) but the positive emotional response creates a physical sense of well being.
I have written in more detail here https://daniellaargento.wordpress.co...-imponderable/ if you want to get a better sense of my thoughts.
Why do YOU crossdress?