I don't follow the details of so-called celebrities and their private lives so the only surprise for me was not that he was gay, but that people ever thought he wasn't.
For some people it is a slow process, often involving the subconscious. That, plus the inevitable fear and self-loathing, and the fear of being seen as different in any way.
I know people who I'm pretty sure are gay, but if given a lie detector test they would pass it as the idea has simply never crossed their minds.
RE: Have you ever...
My chainsaw was out of petrol