Also: burden on the person you tell

There's another thing to consider about people you tell if you insist as part of your disclosure that they keep it a secret.

You have now duplicated your burden of secrecy onto them. Not only are they forbidden from sharing this juicy gossip (if that's their reaction), they are also forbidden from processing their feelings about it with their closest confidants. If someone asks in their presence why you don't date women, they are obliged to keep a natural, neutral expression and say, "Gee, I don't know." You get the picture.

That's not a reason to not come out, but it's a reason to carefully select who you come out to -- for their sake.