What do you hope would happen if he goes to a therapist? If your hope is that the therapist would somehow cure him of cross dressing then your going to be disappointed. A good therapist would work with him to make him comfortable with who he is because there is no cure.
He should have told you prior to marriage but he didn’t. Now you have to decide whether you want to have a cross dresser for a partner. If you do, then the two of you need to work together to find a way to work it into the relationship in a way the works for you both. A therapist might be helpful there. If you don’t then go your separate ways.