I can't imagine he'd get all dressed up in drag for rehearsals every day. The shows themselves, perhaps, and maybe not even every week, if he wants the public to get to know the real him. But I can't get too worked up about it. I've got tickets to see La Voix in panto at Christmas and if she goes quite far in Strictly, I'm just wondering how that'll work out!
Just to add, I've read that La Voix uses female pronouns when in drag and male ones when not in drag, so I've used both in my above paragraph. No doubt someone will spot that, so I'm just pre-empting.