So I'm a programmer and a transvestite meaning that yes I like to wear what is considered to be women's clothing. Basically I just like to wear whatever I like and makes me feel comfortable whether it was designed to be used by men or women. Most days I'm lazy in the morning so I put on very casual clothing but I decided that every Monday I would wear something extreme so I wear dresses, colourful skirts, stockings, whatever. I wanted to do this because of two reasons. First off Mondays can be very grey and boring. People return from their weekend holiday and generally feel a bit depressed having to start this weekly routine again. The other reason and the most important one is that we are to be accepted whatever we choose to wear. If a person cannot accept what I wear it's really their problem not mine. The company I work for is very flexible and open minded about these sort of things but if anyone would tell me to stop doing this I would quit immediately, no questions asked.
The company that you work for does not own you. Your boss is not your parent why should he/she get to limit your freedom of expression by telling you what to wear? Especially if you do not have to deal with customers (of course I understand that companies can have rules when their employees are facing customers that's a totally different story).
I don't know how your jobs are but I feel in mine I generally contribute a lot of time, effort and talent to it. A progress made in something I contribute to does not just happen because the company planned it. I can accept that I stay on the same wages while people higher in the hierarchy benefit greatly from something I achieved. That's just how companies work and I get paid well, I'm not complaining. However I will never accept someone trying to have affect on my appearance, not even as an intern. Sure interns have to prove that they are fit for the job but that goes for the work they provide, has nothing to do with what they wear.
And this has nothing to do with millennials or how they are self entitled. This is about basic human rights of all generations. Companies get 9 hours of our daily lives they shouldn't also get to choose what's in our wardrobe.