I think that there are fundamentally two dynamics at play here when we fret over buying lingerie for ourselves when in drab.

1) We fetishize women's lingerie waaaay too much due to the way we were socialized and made to believe what was sexy, and what was not. We drool over certain styles of panties or bras, whereas for most women it's "meh!...it's just underwear". Unless they are preparing for a hot date that might lead somewhere or else a romantic evening with their husband or SO, they are far more concerned with comfort and fit - and sexy lingerie is not generally known for its inherent comfort.

2) Women are very territorial when it comes to the "Women's Sections" in stores. They are always on the look-out for predators, creeps and weirdos who might do them harm. That's how they have been socialized, and often for good reason. A man in the lingerie section fondling panties or bras would certainly give off those vibes, deserved or not. The fact that he may be a crossdresser and is simply buying for himself usually isn't top of mind for them. We are also keenly aware of that barrier, and it gives us pause as well.

It may sound counter-intuitive, but the best policy in many cases is to simply approach the nearest SA, tell them that you are shopping for yourself, and would like their assistance. Sure, an initial moment of awkwardness for both parties, but once the ice is broken and the SA becomes an ally for the rest of the shopping mission, it's amazing how satisfying and empowering it can be. Plus, the SA benefits from what will likely be a far higher sales total than she might see with the average female shopper.