She made a special request that you have trouble with, just as you made a special request that she had trouble with. You discussed it, with some trauma, and reached a tentative compromise. It all sounds pretty reasonably to me. Use it as a point for further discussion and exploration. Take your time and let her adjust, as you must adjust to her needs and emotions.
I can easily understand a wife who doesn’t want to see her man dressed, let alone in a wig and make up. I also understand what an important part of our life dressing can be, so the best option is to be open and honest and slowly (the operative word here is “slowly”), allow both parties to adjust. Many here would be content with DADT scenario, at least they don’t have to sneak about. Others get to dress to some extent in front of their spouse with varying degrees of acceptance or participation. We just have to work with our spouses to find what works best for both.