Yeah, I suppose we do. Only 14 year old Call of Duty players would be the type to complain about it.
That said, A CHARACTER'S SEXUALITY SHOULD NOT BE THEIR DEFINING FEATURE.
Unless the story involves an active love interest (which many don't), a character's sexuality should only, if at all, be mentioned in passing. Shit, any character that hasn't been mentioned as straight could easily be gay (or bi or trans), since it doesn't change the plot at all. Lara Croft or Sergeant Johnson (from Halo) could be gay or trans for all we know. And we shouldn't know, barring some random letters or whatever if they happen to be scattered around the map.
Seriously, who the fuck cares. Not the majority of gamers (excluding immature dudebros that probably only play WoW or CoD and little else, like the flipside SJW army that ignores the numerous indie games that feature well-written female or gay protagonists just because they aren't AAA games).
We're already stuck with the myth that characters in Japanese games are white, when they are in fact, surprise, Japanese in the majority of cases. See: Animal Crossing, where some people got in a tizzy because they couldn't be black, not recognizing that they can't be white, either.
(Side note: Why do so many incoming gamers think that they need characters to be like them just to project themselves onto them? I loved playing as Joanna Dark in Perfect Dark or Faith from Mirror's Edge and easily projected myself onto them, as I have numerous other non-white or non-male characters. It really isn't that big of a deal unless you *want* it to be a big deal).