I thought everyone knew he was gay simply because Margaery is always said to be a virgin. They were married a long time and he never closed? More importantly, Catelyn says during her observation that Renly is more concerned with Loras despite the fact that he pretends socially to care about Margaery (feeding her and such). But I may be misremembering, I haven't read CoK since July. But I always thought they were the best couple in all of Westeros. They are basically the only true equal couple in the world and it was very sweet how heartbroken Loras is.