Dance music is all that iHeart's LGBT subchannel, Pride, ever plays, too. And like you, I don't know any gay folks who are huge fans of that genre. Classical? Yes. Classic rock? Yes. And if musical taste is based at least in part on identification with the people who make the music, then why wouldn't they be? There are plenty of gay/lesbian performers in classic rock; I don't even have to list the very familiar names. And classical music has Tchaikovsky, Benjamin Britten, Leonard Bernstein, and numerous LGBT conductors and musicians. Are LGBT people really that much more likely to listen only to dance music, so much more so that a channel supposedly serving the entire community will play nothing else?
I think it's regional influences. In major urban areas, dance music tends to be very popular with the LGBTQ community. In other places, other genres tend to be more popular. Austin and San Antonio have LGBTQ COUNTRY music scenes. There's actually an LGBTQ sub-genre of country called Lavender Country, which was originally the name of an LGBTQ country band in the early '70s.....From Seattle:
https://en.wikipedia.org/wiki/Lavender_Country
It's also called "Pride/Proud Country", "Bear Country", "Free Country". But "Lavender Country" or "LC" is how I've heard it labelled most.
It's pretty much the last frontier for mainstream country. Trouble is, Nashville won't hear of it, even though some of what I've heard passes more for actual country than this classic rock/hip-hop/pop mashup stuff. Only the significant others mentioned on the songs are different. Or rather, the same. The general country music themes remain.
Classic Rock overall tends to not be quite as popular (they do love Elton John, Queen and Judas Priest.) Trouble is on Classic Rock radio, those songs are usually followed up by something by Van Halen, Lynyrd Skynyrd or George Thorogood, which usually makes them barf. Classic Alternative (primarily '80s/'90s goth, dance, rave, wave and synth - grunge is mostly a non-starter) is usually the default for older LGBTQ fans. As is '70s disco for the even older ones.
And Soft AC has a small number of LGBTQ fans too.
Classical is popular with LGBTQ fans in the Northeast largely because of, as my friends there have said, the Ivy League influence of MA and CT. It's more than just the composers. Most don't even go or have never went to an Ivy League school. It's just the local influences in whatever community
It's hard to pin a genre on a sexual orientation any more than you can pin one on a gender or race. Everyone is different. Just like every region is different. And not every LGBTQ person likes dance music. Some are even revolted by it. But the marketing of LGBTQ music tends to lean (and sometimes too much) on dance. As one of my friends pointed out "It's pandering to a stereotype by mostly hetero record label heads to give the illusion of inclusion for the sake of hipster appeal....but where were they when we were literally fighting for our lives all these decades?"
You can take that any way you want. But there IS a bit of truth to it.