If your Ed, the guy down the street, and want to pay some hooker to have pornographic sex while you watch and pleasure yourself - it ain't my business. If your Jimmy Swaggart, and your on TV, day after day, telling everyone their going to hell in a handbag for such things, and they should send you money and your doing it - that's front page news, just like you wanted all your pronouncements to be front page news.
If your my neighbor, I have no right, or need, to see your tax returns, and find out where you're making all your money. If your running for public office, I do.
The Mathew Shepard case was not about him coming out, it was a cold blooded, pre-meditated act. Shepard did not 'come out' to these two, rather they posed as gay men hoping to find someone to attack and rob.