I am not gay but I have known a lot of gay men and this talk has come up lot of time in the late drunken hours. Like Sampiro says, most of the ones I talked to slept with a woman at some point to try and prove something to themselves or to try and fit in. Some were even married and faked it for a long time.
I suppose that is related to the way that society views sexuality. Even gay people get pressured into heterosexual sex. I find gay male sex repulsive but I am not sure what I would do if that is what everyone around me was doing and the message I was being bombarded with was that gay male sex was the thing everyone should do.