I think many wives are totally lacking knowledge of what cross dressing is and isn't. It seems there is the "Are you gay? Do you want to transition? Am I not enough for you?" The list goes on and on. Maybe a little education can go a long way. Is the wife horrified family and friends will find out and her life, as she knows it, will be over?
I think many wives would want their husbands to suffer in mental anguish rather than relenting to some degree. Wearing a wife's clothing is a no-no. That can have explosive consequences. I would not buy a dress in her size as a present, even if you do not wear it, because she'll probably accuse you of buying it so you can wear it on the sly.
I think a wife, establishing some acceptable boundaries allows her to have some control over her husband's shopping. I think ultimately the sneaking around will get worse because the unsatisfied need is not being met. Years ago my wife told me it was "alright for you to go fishing, but don't expect me to clean it."
Anyway, encourage her to get educated.