You've pretty much described me. I like to dress because it's the time when I can most express who I am. When dressed or under dressed, I like how I feel being me. I've tried explaining that to my wife. She doesn't understand. To her, wearing a dress, hose, and heels is something she is supposed to do from time to time. More than once she's told me that when she gets home after going somewhere dressed as such, her desire is to get those clothes off as quickly as possible. Of course I don't understand that.
Regarding feeling pretty, I'm not fond of the term pretty because it can mean something different to all of us. For me, I prefer comfortable, content, happy, etc.