I don't think gay players should keep quiet about it but I don't necessarily think they need to do a big announcement ala Tom Daly. It could be as simple as being seen in public holding hands with their partner. At the moment they don't feel they can be themselves e.g. live their lives, go out with their partners and so on which is pretty sad for football to be honest.
I agree with Mackay, there would be overwhelming support for them from the fans if they 'came out', it takes a lot of courage to do that. I think it just needs the first one to be brave enough to do it, then more will hopefully follow.