I have been asked this question once or twice...
I suspect we have all asked ourselves this question more than once.

For me it has to do with the fact that I feel more 'myself' dressed and that this creates a sense of well being.
Sure the clothes themselves may be less physically comfortable than men's clothes (or not, depending on what you are wearing, your body shape etc) but the positive emotional response creates a physical sense of well being.

I have written in more detail here https://daniellaargento.wordpress.com/2015/03/20/why-do-i-crossdress-pondering-the-imponderable/ if you want to get a better sense of my thoughts.

  Semi Fancy psychological babble of me

I alternative dress because its to the according of the gender that is in pocession of my mind.

That commands the body to diverses it image to congru the body with the images in my mind.

As per what a female is to be presented at the time of the tranferance

I know we all cant be" Q" of the Star Trex fame .

That  can change form or gender at a whem or sudden desire.

sure wish i could