If i'm a gay player for lets say Arsenal, i'm thinking why is there a need to "come out" in public, what good would it do me? Most footballers are probably sick to death of having their personal life covered in the papers, why give them more ammo. I can guarantee that there will be players at big clubs who've told their manager and their team mates but it's kept in house.
There's guaranteed to be plenty of chanting about it and whilst obviously unpleasant i'm not sure if that'll bother the players too much. Look at some of the horrific chants that already get sung up and down the country towards players like John Terry.