There's nothing wrong in essence with anything this individual person is doing but viewing it as part of the wider political and ideological argument around transgenderism that is going on currently it does raise questions.
Why are so many men announcing they are women late in life?
Is this person what was previously known as a cross dresser?
Is it a good thing that cross dressers and other gender non conforming people no longer feel the need to hide?
Are cross dressers really what we understand as transgender?
Should they really fall under the same umbrella as people with gender dysphoria?
Does any of the above actually make them a woman?
Should the category of woman make space for men who like a particular sort of clothing and outward appearance?
Live and let live is fine to a degree but this is a big political, cultural and philosophical debate that is going on at the moment.
We have the right to (respectfully) ask all the questions we want when it's a change in the definition of 51% of the population that is seemingly state sanctioned.