He lives his life the way he wants to, nothing wrong with that in my opinion.
No, I agree - nothing wrong with that at all. But using female pronouns is making an announcement. It has to be, as pronouns are nearly always used when we are not there - when we are, we are addressed directly, so there is no need for them. It is also saying that there is something about ways of dressing that are inherently female, which contradicts the earlier message that this was not the case - that he (the pronoun used at the time) was a man in a dress, and that clothes were just clothes (as opposed to man's clothes and women's clothes).