I do not watch hentai, Naruto etc. so I have absolutely no clue as to the subject matter and details, but on a general level, I do not see anything unusual in what you described. Shakespearean theater (men playing women), Middle Age carnivals etc. - there is a long history of men assuming the roles of women. The reverse is also true - women dressed as men to serve in the army, women taking male pen names to get published, etc. The name for the adoption of a fictional character as if it were real and playing it out is mystification. Your case is a little different in that two men adopted the roles of two females and both knew about it - but still this seems to be part of that age old tendency to role play and is not indicative of either your being gay or the other man's being gay.