Well crossdressing is not like announcing to your wife that you're taking up golf or fishing or even something like military re-enacting which requires dressing up. It isn't socially acceptable. You will probably face public derision or worse. Friends may reject you or attempt to talk you out of it. Family may react angrily and even if they don't throw you out for good, they may be less than supportive. Even if people are supportive to your face. They may laugh at you behind your back and even work to undermine you. Everything you hold dear may be taken away from you. Your relationship, your children, your career.
So in the face of all that, why would anyone not choose to keep it a secret?
Sure the above is the worst case scenario. But I'm sure anyone who has come out has suffered one or other of the above. This world is not kind to those of us who are different to the norm.
For me, there was a time when perhaps I should have come out. I had little enough to lose. But I didn't and the reason is simple. I am simply not strong enough, not thick skinned enough. I'm not one of life's survivors. I envy those who have the strength to face up to it. But I'm not one of those people.
I even get embarrassed by some of my socially acceptable interests. I sometimes feel embarrassed telling people what my job is. So announcing to an unsurprised world or even my wife that I often wear women's clothes is a step too far.
Worse still. I'm TS. I can't even provide an adequate explanation as to why I'm that way.
There are no easy answers