You are not alone. I have meet many (normal) men with this behavior.
This behavior has been seen threw out history. 1st society used to accept men waring more feminine attire (silks, lace, etc.) if you do some basic research you can find details. 2nd in many past cultures men that had this behavior were considers to be great leaders due to the ability to connect with both masculine & feminine traits.
As to why, the idea is that this is a socially repressed behavior, so it is expressed in private. As well as when a person gets more stressed they revert to things that make them feel better, or escape to a fantasy world.
I would recommend understand what feeling (mentally) you achieve with this behavior. Then figure out why it is missing from your public personality examine your relationships (romantic & family/friends) and find a way to create this in your self (this should mellow the cravings) Also accept that you are normal & not alone. find open minded individuals to accept you (if possible) if not and you find this behavior gets more predominate seek professional help (you may have to try out several, to find the right one. but don't give up)
Overall embrace your interest (my geese is you have a great ability to help the women in your life find the best shoes!) The men in my life sure have excellent taste.