It's straight-out stated; she cross-dressed for safety, basically, when their father ran the alehouse. It surprised me that it was fairly clear that it was Robin's first time, since of the two of them, he definitely seemed to enjoy it more. (I am still in love with the fact that the very first time he finds his masquerade confining is when he wants to go defend Prudence. Up until then, it was apparently just fun.)
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