A few things to unpack here.
First of all, sexuality isn't a preference.
Secondly, you probably have named most of the reasons why this is, in fact, a major issue.
Gay, lesbian and bi people often feel the need to make an announcement about coming out because we are, and will always be, a minority. Even when there isn't active homophobia, as a gay or bi person you're still discovering that you're at odds with a society that's designed around and by straight people. There is a kind of passive rejection/othering that most, if not all, gay/lesbian/bi people will feel from a very young age.
Straight people tend to assume that everyone else they meet is also straight. At a purely statistical level, this isn't unreasonable because (very roughly) 90 - 95% of people are straight.
But to gay people like me, because of this assumption, pretty much every aspect of society is pitched somewhere between slightly off-kilter to downright frightening. From about the age of 10, sometimes before, gay people will become aware that a fundamental part of who we are is zigging when everyone else seems to be zagging. And this can make us feel extremely isolated, out-of-place and scared.
Ultimately, coming out isn't so much about the audience receiving the message. It's about the person doing the coming out. It's about them saying, 'this is who I am, I am not ashamed, and you will not make me ashamed'.