There's nothing wrong with wearing feminine clothes for Halloween, or even just for the hell of it. Clothes are cloth and anyone can wear them, I'll never understand people who are so funny about some people wearing certain clothes or try to restrict others from wearing them for no good reason.
Just let people wear fem clothes if they want to.
Yeah, it sucks when the country you live in is unaccepting or hostile and/or also enforces stupid gender stereotypes of what people can and can't wear. I'm glad I live somewhere that is largely accepting, it sucks to deal with people who are transphobic or hostile towards gender-non-conformity.