From time to time I will watch the company classes and rehearsals. I've gotten to know quite a number of the company, especially the corps, both in class and out. Most of the male dancers are just regular guys out of uniform, with hobbies like woodworking and tinkering with cars.
The reason I'm telling you all this is because, if you expect to dance professionally, and if you also expect to wear obviously female clothing around the building, you're going to be yanked by the balls out of your camisole. It's one thing to be a sissy boy, but to cross-dress in studio will just not be tolerated. And openly displaying an erection so you can get your jollies out of other people's reactions - well, the least that would happen is that your contract will be torn up on the spot.
The real world is just around the corner, waiting to bite you in your thong panties.
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