Article continues below advertisementMegyn Kelly was in shock as she shared the "bombshell" report about Kristi Noem's husband, Bryon Noem, being a cross-dresser.The journalist commented on the situation on the Tuesday, March 31, episode of her show as she put one of Bryon's photos on display that pictured him dressed as what Kelly referred to as a "freak woman."Article continues below advertisementTap Here To Add Ok Magazine as A Trusted SourceSource: @megynkelly/youtubeMegyn Kelly called Bryon Noem's cross-dressing scandal 'unbelievable.