Need? Not really. While there's certainly nothing to be lost by having some games on the market with gay protagonists, I think overall it wouldn't be a good financial decision on the part of developers.
The fact is that 2-4% of the population are gay and making a game that targets that market audience means putting in the same amount of work as developer who targets 96% of potential customers by having a straight protagonist. One has to consider the install base of the target platform, the appeal of the game to that potential audience. It's the same sorta reason there are so few, if any, left-handed mice. With only 1 in 10 people being left-handed, it's financially prohibitive for companies to manufacture products for so small a number of potential customers who, after all, may not even buy it.
It also has to be considered that sexuality of any sort is important in relatively few games. It's not remotely relevant to the overwhelming majority of games and so for those that is, it's probably safer for the developer to either have a straight protagonist or a character whose sexuality is up to the player. Skyrim and DA2 did it the latter way for example. Everyone would marry anyone. I think the games lost something for so loose an implementation, since characters were less defined. Saying that, if it "pleased" more people by being so inclusive, power to them.
Personally, I wouldn't buy a game with a gay or "other" sexuality protagonist. I have no interest in it. I have no interest in golf or football games either and am not a big fan of RTSs. I think DA:O handled romances very well...there were options for just straight males (Morrigan), just straight females (Alistair) and as well as ones that batted for both sides (Leliana and Zhevran). And for both the "flexible" NPCs, there were in-character reasons for their freer sexuality. The characters IMO were better defined for it than their DA2 counterparts where anything went.
Developers would lose a lot potential customers by having a gay protagonist, but then they lose a lot of potential customers by making games exclusive to a given platform. Parents wouldn't buy them for their kids and straight teens wouldn't buy them. Most games don't "need" sexuality whatsoever and those that do would sell more with a straight protagonist.