You know, I never have had a problem with showing my legs, in either presentation. I think I have nice legs. Women often say my legs are nicer than theirs, when I am out en-femme and in a short skirt. Before I started dressing, I lived for many years in Austin, Texas, and with the hot weather there, I often wore walking shorts instead of long pants.
And yet... Since I started wearing skirts as a woman, I don't think I have ever, in male mode, worn any of the walking shorts that I used to wear as a man. I came across a box full of them just a few weeks ago - over a dozen of them. And it struck me I hadn't worn any of them over the last 4 years, as normal male clothing. I have one pair that I modified for use as costuming, adding a tail hole so I could use it with a fox mascot costume. And even that I only wore a couple of times, preferring to preset as female in my fox costume, too.
But going out as a guy in shorts? I just haven't felt the need. When we get warm weather, I 'girl up' and wear short skirts! But I am out, do most of my social life en-femme now, and I can go about en-femme as often as I want to.
I have three or four pair of women's shorts - the really short pants with almost no legs at all. But I haven't worn them much yet. I prefer a short skirt.