Calling Alexander the Great "gay" is precisely analogous to calling someone in a hunting and gathering society who wants to accumulate wealth a capitalist. From the perspective of people in a hunting and gathering society, there can be no such thing as a capitalist, because the social relations do not exist that make that social status real in that society (substantial economic surplus, technology, government infrastructure to protect property rights, etc.). --And just so with being "gay": without a specific constellation of socal relations, there cannot be "gay" people, regardless of the sexual behavior or desires of people in that society.
--Simple example: many societies with same-sex sexual activity have no words that corresponds to our notion of the stable sexual categories "straight" and "gay" (e.g., the Sambia). Sure, they have words for various types of same-sex and opposite-sex sexual relations, but it is literally impossible to identify someone as a "gay" or "straight" person with an exclusive, stable sexual identity. In this social context, it is pointless for us to describe people in that society using our sexual categories.
This thread reminds me of Marx, perhaps in a different sense than Justin suggests: just as people create religious institutions, and then prostate themselves before the deity they created, people create social categories and then assume that categories existed prior to the social activity that made the categories possible! Social relations are creative, in the literal sense: they can generate new ways of thinking, new patterns of behavior, new types of people. I have no compulsion to be a doctrinaire Marxist, but I don't think you can get much more Marxist than that!
Miles