"It's a New York thing, to me Rudy dressing up in drag tells me that he's easy-going and self-confident."
NO, it's not a New York thing.
It's a charity thing and he's man enough to do it.
Name the "charity."
My hometown used to have an annual beauty and talent contest for charity in which city fathers would dress up as women and perform. My dad won three years in a row.
The local civic center was always packed and nearly all the men participating were WWII veterans.
A man certainly must be comfortable with his gender to not only particpate but most importantly have fun in raising money for charity by crossdressing.