I fail to understand why anyone should be 'proud' to be gay, or straight, or black, or white, or anything else. It is like saying that you are proud to have two arms, two legs, a head and a torso. It is a silly remark that has no demonstrably comparative meaning - unless, that is, you want to assert that one state of being is preferable to another.

Still, good luck to him. I couldn't care less what his sexual preferences are.