Depending on how much this bothered me either I would avoid this person, or ask them how many of his friends he thinks are gay? I'm sure he will say NONE but you can just laugh at that, and respond "I didn't mean openly gay to you, but in the closet because you are so uptight (or pick a more assertive term if you wish), I'm sure you have a lot of gay friends" let him think on that for a bit.