As a rule of thumb people follow the path of greatest comfort and resist discomfort. Once you get this basic premise youre almost qualified to be a psychiatrist, and many psychiatrists never get it.
I will say this: two things are working right at this point. One, he opened up and shared that part of his life with you up front and chose not to hide it from you. And, two, you saying you are open minded. Continue to ask questions. Don't use his cross dressing as a tool or weapon against him.
If you are open minded as you say you are and are willing to let him be who he is no matter how he is dressed, then you will find he will love you more for that than just standard love. He won't want to lose you or hurt you in any way. I'm speaking from my perspective as I am a transvestite myself. For me to find a woman that is open minded and allows me to be the person I am on the inside and out, I would dedicate my life to her without question. Hope this helpsKant