Before I start I better qualify this statement for CheshireBen - nothing I say below refers to Gary Speed. Max Clifford said that there's two gay footballers who play in the Premier League and their clubs know and so do their team mates and they don't have any problems. They don't "come out" because of opposing fans reactions and the possibility of sponsors, etc. maybe not wanting to be associated with them. In the 70s the international firm of accountants I worked for had a gay guy start as a trainee in my audit group. There wasn't any problems with his immediate work colleagues but the managers - who at that time were all white men - disliked him. In the 80s I was a member of a supporters club who had a gay member. The vast majority of the members didn't have any issue with it and just treated him as another City fan. The only strange thing was that a group of left wing members - who would be the one's who who affirm publicly "his right to be gay" - were the only one's who would giggle about him behind his back. I suppose I better mention that there were plenty of other left wing City fan's who didn't have a problem with him at all. As you say, the main worry would seem to be a wife. I think most parents would accept their children no matter what.
That's exactly it. Football isn't the problem here. The pressure comes not from within the dressing room, but from outside influences. Team members don't want their team mates to suffer, because it's bad for team morale. And footballers are worldly wise enough to know that homosexuality exists in all walks of life.
On a lighter note, I don't think Anderson could believe his eyes here when he saw what was happening on the pitch: (sorry if link didnt work first time effort) http://t3.gstatic.com/images?q=tbn:ANd9GcQANdJWyQpju9hEOojkqh5h5BOtGH7dd8OObu6T7PvY5q3K0Qx2B7JxEgS3bw