It really shouldn't come as a shock that there are gay athletes. Many have come out or been outed after thier playing careers. I can name a handful of gay former players from every major sport with the exception of hockey, and those guys are just too damned ugly to be gay.
I can understand why gay players have stayed in the closet during thier careers. Just as many in other walks of life have stayed in the closet over the years. It wasn't socially acceptable, and often dangerous to be openly gay. But we know full well that the fight over gay rights is all but over. Even 'culture warrior' Bill O'Reilly has thrown in the towel and admitted defeat. The younger generation overwhelmingly supports gay rights.
We have been a country that consistently marches towards more equality, not less, not status quo. More. Always. Womens rights. Civil rights. Now Gay rights. And it is really something we should celebrate as a country, because we all deserve the protections of the Constitution, regardless of race, gender, or sexual orientation. We The People may have once meant We The Straight White Male, but our minds have evolved far beyond that non-sense 240+ years later.