IIRC one of the subject in Magnus Hirshfield's study (the first serious research on TSs and CDs, done in the 1920s) was a woman who crossdressed in part because she found it arousing. A later researcher named Stoller (probably 1970s) had a case study on another woman who enjoyed crossdressing to the point of orgasm. So Bessie isn't alone, although it seems far less common than men who crossdress for sexual reasons.
Part of it may be the differences between male and female sexuality. Transman Raven Kaldera talks about how after he started T, he found his sexually became more "programmable" and realized he was inadvertantly development a sexual fetish that he decided he didn't want. Part of it may be that for the past century or so women weren't encouraged to think about their sexuality nor talk about it -- as recently as the 1970s, the conventional wisdom was that women didn't have sexual fantasies. So there may be women who are turned on by men's clothes who are loath to talk about, or even it admit to themselves.
Likewise, for years, the conventional wisdom of psychiatry was the women didn't have fetishes. (In fact the DSM IV definition of "transvetic fetishism" still specifically states it only applies to men.) So having created a blindspot, it's entirely possible researchers just didn't "see" female fetishes. 'Course one thing about the Internet is that it's gone a long way toward disproving that people "don't" do or fantasize about x, y or z....
