I see them in my very blue city of Boston (not that many though) they are always really tall. I learned to ignore them though when I first ran into one I made a really disgusted face (though it wasn’t on purpose I was just legitimately disgusted).
I think you’re right that they just want to get a reaction out of people.
You had a natural reaction as did I the first time I saw one in person. Then I learned to give them zero attention or reaction because that is exactly what they crave.
If you can tell that someone is cross-dressing, they are doing it wrong.