So, yes: it's possible for someone who ID's as gay to have some opposite-sex attraction. (And having had anal sex doesn't change this: plenty of straight men enjoy anal sex after all, and plety of gay men do not.)

For instance, it's rarely about just deciding on one IDs as gay or straight, or as wanting one set of genitals.

A lot of queer people who get used to living outside heterosexist or heteronormative dynamics, for instance -- and I've had this experience recently myself -- may simply really not want to go back to those dynamics, or have to wait a long time for a straight partner to try and shrug them off, do a lot of a sort of "educating," a lot of helping people who ONLY have heteronormative patterns through the long process of examining, seeing, analyzing, altering those, too.

On the hetero side, many people simply enjoy too much heteroprivilege to see it as a good trade. In another respect, they may see it as a choice they have to make between having the love of a partner OR of their friends and family, who may reject them on that principle. In other words, they may see it as either way, there is someone's love they're not going to get. They simply may not feel resilient enough to lead a life with a same-sex partner, because often, it is REALLY hard in this culture, and really hard on a relationship.

The above things are a bit more likely with adults with a good deal of history and experience, but the same basics also often apply to younger people.