Dressing up in clothes of the other gender for theatrical purposes goes back to well before the greeks popularized it in their dramas, makeup similarly has a very long history in theater to help exaggerate facial expressions and features so they're easier to read for the audience sitting further away. None of that is inherently sexual.Drag queens and family friendly don't quite seem to go together. For me personally, if there are clubs or bars with drag queens and people decide to take their kids there willingly that's their problem, since it's a private thing and it's not shoved. But having it in public spaces....eh...better not. Why is it that if someone has an opinion about this matter the most used answer from the lgbtq people is "go to a therapist"? I never said to anyone to go to a therapist (well, to depressed people but you know they need it)
The reason the advice is given to go unpack stuff like that with a therapist is generally because those people are specialized in finding little hidden knots in people's psyche and can help untangle them in a healthy way. Feeling that something is "sexual" when it doesn't involve anything sexual is one of those things that can point towards some bad memories or even hidden trauma, and it might be a good idea to have someone poke at it, particularly if it's someone that knows what they're doing.
And no, therapists aren't only there to help with depression, they have a wide range of uses and problems they can help tackle.