Some percentage of cross dressers are gay or bi-sexual but there is much argument over the number. Many people come up with a percentage with no data to back it up as in "In my experience only 10% of cross dressers are gay". Think about it. Even if a person has met a couple of hundred cross dressers and knows their sexual orientation (unlikely as sexual orientation is not a badge to be worn on the chest), it would be no basis for an estimate of what percentage of all cross dressers are gay or bisexual or heterosexual. As individuals we just do not collect data in a proper and coherent way to come up with the answer.
The current US Trans survey should give some solid data.