When you dress as a woman, you have to play by the women's rules. One of those rules is, "nice girls" don't go to bars alone. Walk into a bar alone as a woman and everyone thinks you are "available". It's OK for a man to go to a bar alone, but not a woman. Sure it's not fair but that's how it is.

A bar is the last place I would go alone dressed as a woman.

And why do crossdressers seem to go to gay bars if they are not gay?