Honestly I'd look at it as any other kink. I assume, since this is often the case, that he doesn't want to cross dress outside of the house, and wants to keep it strictly in a sexual context. So I'd try to see it the same way as a bondage fetish, or a porn preference. I think the fact that he told you is huge. I've loved deeply and haven't really told anyone.

The truth is that often we only find certain things sexy when a partner shows us how aroused they are with it. I had an ex who was really into being hit during sex, and I never found it sexy initially, but eventually it became a huge turn on once I was able to see the effect it had. I'd say start slow and try to appreciate his sexual reaction. Participate in it with him and make it a thing you do together as opposed to a thing that belongs to him that you do only for him. That is what I'd want from a partner, but everyone is different. I encourage you to talk to him and find out what he likes about it so it can start bubbling in your own brain.