There are areas of the U.S., like the Southern bible belt for example, in which declaring one’s self to be gay would be inviting potential violence upon one’s self at worst, and at best, making one’s self a target for ridicule and shunning.
Certain professions (as we discussed in another thread about male sports) do not present a comfortable place to be openly gay.
Most religions still frown upon being gay, and some are worse than others. God forbid you should announce that you are gay whilst being a member of the Westboro Baptist Church. There are still religious organizations that try to Turn Gay People Straight because they believe that being gay is a sin. Some religions still excommunicate people for being gay, as you can read about Here
Most gay people, who have grown up in a religious community may not want to be excommunicated and so therefore, their only way to prevent being shunned from their church is to act straight.
Even fairly liberal, “open-minded” (whatever that means) straight folks, though being accepting of the concept of being gay, still don’t like to see “flamboyant open displays of gay-ness” because it makes them squeamish.
Also, try not to announce your homosexuality in non-Westernized countries, or you could pay with your life.
Also, with regards to your comment Given that the government supports and recognizes gays and same-sex couples this simply isn’t true. Gay people do not have equal rights in this country. Only a handful of states recognize same-sex marriages, the Federal Government itself, does not, only with regards to the individual states that do.
Here is some information, state by state, with regards to Lack of Standardized Rights for Same Sex Couples along with some Gender Related Issues
Wasn’t it Kermit the Frog who sang, It’s not easy being gay?