There are clearly strong pros and cons for either point of view on this question, and much depends on the individual crossdresser's personal situation, and more particularly - on their relationship with their wife or SO and how she relates to their crossdressing.
But as the saying goes, "You can run, but you can't hide." Even the best kept secrets eventually leak out, and there is something to be said for getting ahead of a potentially awkward or disastrous situation so that you can control the narrative here as opposed to being blind-sided by the discovery. And to Stephanie47's point...death is the great equalizer in all of this. Many of us here are seniors in DADT or similar situations, and have far more years behind us than ahead of us. If we die before our spouses, presumably they can get rid of all the "evidence" and no one will be the wiser. If we are the last to die, it will likely fall to our survivors who will then come upon our secret stash(es) while in the process of settling our estates. Is it really fair to burden them with this unexpected (and potentially very troubling) discovery that will forever tarnish our legacy with the realization that we have been living a lie all our lives, and actually weren't the person they all thought we were?