First of all, you are taking your son to a church preschool, but you're surprised that the adults there don't approve of your son's costume? Maybe you personally don't have any morals regarding sexuality (I was hesitant to make the purchase, not because it was a cross gendered situation, but because 5 year olds have a tendency to change their minds.). But how on Earth could you be surprised that Christianity (and the people that adhere to it's teaching) does?
If you dressed your teen-aged daughter in a bacon bikini and sent her to a fundamentalist Muslim school, would you be surprised and offended if the adults there do not smile and accept her with open arms? Or would you expect there to be some sort of backlash and rebuke (and even fear for her safety) from what you know is contrary to their teachings about modesty and disgust for pork?
So why is it different for Christianity? The Bible is pretty clear on what God thinks of homosexuality (it's a sin), so if you don't agree with it, then don't let your son go to a CHURCH preschool. Or if you DO want him to still go to the school, then please respect the beliefs and morals that accompany the associated religion, no matter which one it is.
If you don't know this, then you are either seriously ignorant, or in incredible denial. But if you DO know this, then you purposefully misled your son to believe that it didn't exist, despite his very valid fears about it.
I had to think about this for a while, because while it IS true, I had a hard time figuring out why. But I think I got it. At this point in his maturity, your son doesn't have any masculine qualities to combat his feminine appearance. So he looks very much like a girl.
However, at this point in a girl's maturation, she still looks very feminine (no facial hair, no bulging muscles, smooth skin, probably long hair, etc), even if dressed up as Batman. If, however, a woman did appear very masculine (have you heard the term "butch"?), then she would in all likelihood be made fun of, just like a boy who looks like a girl. That doesn't make it right, but it certainly isn't unexpected either.
There is a significant difference between bullying and trying to persuade, convince, or even lovingly rebuke. And there is nothing in the situation as you described it that indicated anything but these ladies gently trying to provide clarity to you about the situation you put your son in.
Making your child happy is certainly a part of being a mother. But it's also your job to TEACH your child. About how to survive, about right from wrong, and about the laws, both legally AND socially that govern our society. And it IS your job to dictate what is 'normal', because he has no idea what that is yet. Now, if he chooses to deviate from what you taught him, then that is up to him. But you still have to TEACH him first.

