Y'know, gays are just normal people with a specific sexual orientation, and not all people make that sexual orientation their primary identity. Someone might be a swinger, but they don't go around making that the first thing they want to be known for.
A person who happens to be gay, may think other things are more important to their personal identity, like their career, or their art, or their political perspective, and want those things to be what represents them to society, not their sexuality. Frankly, that's how MOST people think. Very few people want their sexuality to be the first thing that others know them for.
As for gays being conservative working against their own self-interest? There's no shortage of that, i.e. conservative minorities, immigrants, women, poor, sick, etc. Why are ANY of them voting MAGA?