Johnny, I'm not sure about this. I think it depends on the country.
Anyway, I don't see why any tennis player needs to make an announcement about his sexual preference. Just being private about your sex life doesn't mean you are closeted. Not all straight players parade their girlfriends around. Why hound gay players? Just respect everyone for their choices -- well except Tommy Haas or Safin when they were bringing a whole harems to tournaments.
Your comment is heterosexist being gay is not a choice it is a sexual orientation, you are making the assumption that being gay is about sex and it is not. Being gay is more than just about sex it is about being able to live your life openly.
It isn't about hounding, it is about the fact on the WTA tour they have made progress with numerous lesbian tennis champions coming out.
Meanwhile, the gay male tennis players are hiding their homosexuality because they are afraid of the homophobic straight men.
Heteorsexuality is viewed as public, people don't say Federer is talking about his sex life when he discusses his wife and his two children. When the media ask Andy Murray or Novak Djokovic about their girlfriends is that talking about their sex life? When the media ask Milos Raonic, which female player he wants to play mixed doubles with nobody blinks.