Well, you asked about “why”, so hold onto your pantyhose because that’s a complex and thorny issue that nobody can fully answer except you.

Now, first the obvious. Cross dressing, aka transvestism, isn’t inherently gay, nor is it inherently a sign of anything other than having a desire that is met by adopting the culturally normative garb of a gender other than your own. If you were trans, to cover that, it wouldn’t be transvestism because you would dressing as your own gender.

Thing is, some people discover their trans self by exploring gender norms via clothing, so only you could say if that’s in play here. I’m just saying that cross dressing isn’t the same thing.

So, since we’re assuming you aren’t trans and exploring your gender, we can move on to other possibilities.

The first one is easy enough to examine. Is it a kink? Some transvestism is kink based. It turns people on to wear clothing of genders other than their own. If you do not experience sexual arousal from the act, then you can exclude it entirely and move on. If you do experience arousal, then it definitely includes a sexual component, even if it isn’t the only reason.

The reasons for having any kink are already complicated enough that if it is part of your reason, it would take a book to cover the possible root origin of it. So, if that’s the case, unless you’re feeling distress related to it, or it has become obsessive and/or interferes with the rest of your life, you’d want to consult a good psychologist to help guide you through that part of things. But, just to be clear, cross dressing isn’t inherently a disorder. There’s also nothing wrong with it, but anything can turn into disordered behavior/thought.

If there’s no kink involved, the next thing to look at would be what feelings it either causes, or reduces. Some cross dressing is rooted in self soothing of one kind or another. The process of it ameliorates some inner stress. As an example from a guy I used to work with, he would dress in styles similar to his mom, after she died. It helped him feel closer to her memory.

There’s also the possibility of other stress relief. Donning an other self can give people some distance from their daily self. There’s some folks in cosplay and furry communities that first stepped into those hobbies as a form of escapism. In that regard, it’s the same as any other hobby tbh. Putting on heels and some make-up is no different in principal from playing d&d, or call of duty. Sometimes, we just need to step away from the daily grind and be someone else for a while.

Hell, some people will do it just for the lark of it. It’s silly and fun to explore clothing and other gender norms. That tends to not be a long term thing, but what starts as a bit of humorous fun can turn into other things.

There’s still other reasons you might have found your way into it. More than I can list with the absurdly shitty internet connection I’ve been dealing with lately lol.

But I think the important thing is to realize that it doesn’t necessarily say anything about your sexual orientation at all. It could, but you’ve stated that you’re attracted to women only, and I assume you know yourself well enough for that to be true.