One does not simply ride into Gondor. Wearing a thong. Because that outfit is going to seriously chafe on a long horseback ride.
Also, which part of disguised as a man didn't Frazetta understand?
Granted, the Witch-king's ability to pick up sexual cues from the living was doubtless withered from disuse. But I think the rest of the Rohirrim present would have noticed within the first mile.
It's like a Hot Babes of Rohan cheesecake calendar.