The show was so adored, I have to assume it didn't come off as I feared it did. I only know the album from listening once, and watching the show in other ways, and I don't remember it so well but I don't remember it being a pathetic view. I nonetheless have a lot of sensitivity about the preconceived notions straight people bring to a character/premise like this.
As far the mention of him being gay, a "does that surprise you" type line could mean/imply many things, including being delivered by a closeted (or trying to pass as straight) man who is obviously gay to the audience, and the joke is him dancing around the obvious or nearly daring you to call out what he's so willfully ignoring.
But it all depends on the delivery.
But like you said with Saget's performance, it could also just be a reference to him being socially awkward or a nerd, whatever.