What does it matter if he's straight and in a gay bar. If a girl said 'why is a gay guy in a straight club' there'd be uproar. Just let people be people and go where they wanna go. Sure it sucks when you think there's a chance with a guy and he turns out to be straight, but I mean, that's just life. It's not as if girls don't do the exact same thing to us only to find out we like guys.
One time, i was in a gay bar with my friend as it was his birthday and that was where he wanted to go. Now - I don't normally frequent these places, and I dress... well. I wear XXL hoodies and baggy jeans most of the time. So I'm standing at the bar trying to get a drink when this guy comes up to me, stands between me and my friend (a girl) and asks me in a belligerent voice if i'm straight. Now i'm not sure what the right answer was there, but i went with the truth, and he walks off. I definitely got the feeling that he was going to be a dick about me being in a gay bar if i was straight. The thing is, I have every right to go into a public bar no matter what my sexuality, or how I am perceived by others. I'm sure many people will disagree with me here, this is just my personal opinion.