Is it important to him that he do everything with you?
If others enjoy that part of him, he has a release. A lot of BDSM people with vanilla partners get their fix from other partners, so that kind of thing can work.
If you've given it a fair try and it didn't do anything for you, tell him that. Don't force yourself. If you haven't given it a fair try (not necessarily in bed. Don't do anything you're completely reluctant to do) then give it a try.
Ultimately, he shouldn't expect you to be everything. Having others who like him in woman's clothings doesn't mean you have to as well. Quite the opposite, he means he already gets it from somewhere. That's an advantage of poly.
His relationship with you surely brings him something. He needs to realise each relationship brings different things to the table, and enjoy them as they are. I understand he's thrilled that he found someone who accepted his crossdressing (it's apparently rare) but that doesn't make his girlfriend suddenly "better" and that doesn't mean you have to compete with it. There are things that make you unique and special, too.