Eventually, sure, but he starts out wanting to be a pirate. He knows he will steal things and fight people, and only takes sides in defense of his friends.
I doubt Lucy is opposed to crossdressing at all. They waited quite a while to drop the overt bisexuality, I wonder if it was a Steven Universe-like situation.
Yeah, I don't think he'd be against it at all from the personality portrayed. I think even being able to 1 up mom or the Detective on fashion choices or something, would have been right in line for the character.