I feel like it's necessary that for all of the people posting here "coming out" and admitting that they're "straight" or "like women" for them to know that they're missing the point. A major figure coming out as gay is news because laws are still against them in many places of the world.
Being straight is what is expected of everyone is a society and culture, therefore, you have nothing to prove or admit to. Being a gay person in society ousts you in a way that you're among a lesser number of people, so people misunderstand you more, and coming out represents you admitting that you don't want people to look at you differently or judge you because of the way you feel.
So anyway, no, nobody "comes out" as straight, nor is there "straight pride" parades, because, as it stands, that is the norm for cultures and society as a whole. It isn't them begging for attention, it's them wanting them to be at a point where being gay isn't something that they're viewed at differently for. And no, being gay doesn't mean anything different for you, for better or for worse.
All people should be judged the same way, and every person who claims to be religious and doesn't think that is missing the point of their religion.