This is true and it might work in real life too, but it might not be because of crossdressing itself, but the fact that you believe that crossdressing will cure your symptoms, it might help you actually cure yourself, simply because you deluded your mind to believe that crossdressing might be the actual medicine to your problem and since you've taken your medicine (crossdressed yourself), your body will start to fix itself and this effect is called the placebo effect.