"I don't go out of my way to make people know I'm heterosexual." Well no shit. It's not like the whole point of coming out is being brave enough to risk the possibility that others could hate them solely based on the gender they love.
Actually, while I probably disagree with it in context, I do sorta agree with what the line says. I see no reason anyone should really have any reason to mention their sexuality outside relationshipness. Might just be my mentality of privacy tho
Also you may want to point out to them that any time they publicly show off that they have GF or, have done other things, they're sorta going out of their way to show off their sexuality