I had a similar experience in a jazz-ballet class I took with a girlfriend.  Her class was all ladies except for another guy visiting the class once.  At the end of that evening, one of the girls said after he left, "If he comes back, he'd better be in leotards and tights!"  It was fun being the only guy in a class of leotarded ladies. I usually wore my own tights/leotards and unitards.  But on a couple of occasions coming straight from work, my girlfriend packed an extra pair of her tights and a leotard for me to change into at the studio. I actually enjoyed wearing her feminine outfits more and the ladies encouraged me to wear them.  Looking at ourselves in the big mirror, I fit in better that way and I think they liked that. They went one step farther by inviting me to learn all of their dances, including a cheesecake number, and loaned me a wrap skirt to dance out of with them.

Hope you too will enjoy the experience of being just "one of the girls" for the time you are in class.  I expect they will encourage you to continue dressing in womens leotards and tights if you like wearing them.  Sue sounds like fun and your sister has already offered to put you in pink tights. After all, it is just clothes. What fun taking ballet with the girls and slipping into their world for the time you are doing it.  Who knows what may happen come recital time? Can they see you dancing across the stage with them as one of the troupe?  Maybe they need an extra sugar plum fairy?