I have seen posts on ways to fake it using various effects and/or blending modes but there is really no built in method that is as simple as doing it in a video editing program.
I've seen a tutorial that using teh block dissolve effect with a very high feather to fake it. But since each layer in Ae is technically independednt of each other layer I have never seen an exact 1 to 1 function to mimic the cross dissolve that NLEs can do.
AE isn't an NLE it's a motion graphics and compositing program so even things that have the same name can sometimes function differently.
And to be honest I'm not sure there is much of a difference visually in applying a cross dissolve transtion in an NLE and just fadign out the opacity of a top layer in AE. Now if you are using other dissolves like film dissolve or additive dissolve then use they do look different and they can be mimiced using effects that animate exposure or tone.