No, not gay, just G-A-Y. He did a show recently at famous British club G.A.Y. and... well, take a gander below. I think I have newfound admiration for the man.
...it would've been better if he sang "The Ping Pong Song" (teehee, I'm totally thinking dirty thoughts) instead of the drippy "Hero", but nevertheless, isn't that crazy. God, what a cocktease. Seriously.