Where exactly?

In the UK and the rest of the EU, we are already covered by European HR legislation. In Amerika, by the equal protection clause. In Canadia, by the Charter.

Sexuality is already covered as a category recognized for legal protection against discrimination.

We do not need another law for that. (Not where I said, at least) We only need the existing law to be applied. Because "sexuality" includes but is not exhausted by "gays."

But for that, it will take court cases. And at the moment we are losing them. Of course, as long as the shrink establishment does not unequivocally affirm we are a sexual orientation, without any qualifiers or ambiguos and misleading additions to the definitions, then winning court cases isn't easy.