For 30 years, I crossdressed but did not have a "femme self." It was only when I started going to CD sites that I even bothered coming up with a femme name to use. And while Colleen is not a person or even a personality on her own, it still feels better to be called Colleen (with related terms and pronouns) when I am in "girl mode."
Don't know if this works, but riffing off the top of my head, I'm thinking it's like when I'm interacting with my kids. They call me Dad, and I am in Dad mode, something that doesn't happen except in interaction with them. It would be just as weird to be called Dad at work as it would be to be called Colleen.
