I don't know how to be with you. I'm not sure what your point is.
If you really did ask this question, as you said, to figure out why other people that aren't crossdressers ask you why you don't wear wigs, why ask us? We're not those other people. We don't know what they're thinking, nor would we know why they assume anything about a group they're not associated with. It's probably just a generalization. If you're questioning why a generalization exists, who knows?
Why do people think whites are dorks and that women love shoe shopping? Why do people assume gamers are fat virgins and cat owners are reclusive and riddled with dementia? Why do people throw a blanket term like "Drag Queen" over transgenders and assume we're all Ru Paul clones?
I don't know. Not a soul on here knows why people are morons. They just are.
Frankly, in regards to the people that are asking you why you're not totally decked out in drag, I wouldn't associate with them or bother answering their questions. Do they also ask little people why they're not in their treehouses making cookies, too?