I have never been anxious or felt guilty for one second. I felt anxious on a couple of occasions when, as a teen, on rare moments I felt attracted to a guy. But I had no concern about crossdressing.
It’s not something in need of a cure, in fact I see it is a gift. Imagine not having the feeling of seeing, or feeling yourself as a complete woman? It doesn’t harm anyone, nor is it a drug. If your crossdressing goes beyond you privately (or beyond clubs like this), then you do indeed have some considerations, but if not, just bask in the joy of this wonderful experience.