As has probably already been said no one has to come out and annouce they're gay. whilst we have the belief that people have to 'out' themselves because they're gay, then being gay will always be seen as something out of the ordinary. And it isn't or at least shouldn't be like that.
If a gay footballer however can't lead a normal life, like going out for drinks with his partner, having his boyfriend or husband accompany him to charity events/end of season do's then there's a problem. No one should have to hide their life.
Also, someone mentioned the problem of homophobia in football. The problem with that is we don't really know as we don't know of any currently playing gay footballers. Might seem an odd thing to say, but if there was a gay footballer currently playing then at least we can gauge the reaction. See then if there is a problem and how big it is.
As it stands, there's no issue with gay footballers as there aren't any UK based players who are gay.
So the issues people see are to do with the whole of society, not just the world of football.