Because you say things like this:
"I'd rather be here dressing up than anywhere else," while stepping into the sparkling ruby red slippers as Dorothy. "It makes you feel like one of the guys." (referencing his Yankees team mates)

-Ian Kennedy
NY Yankees Rookie

For some reason, the press doesn't photograph cross-dressing NY Yankees like they do Tele-Tubbie-dressing Boston Red Sox players.

Here's what it might look like if they did: