I would agree that sometimes "gay" can be used as a noun. For example, you could say something like "Gays make up ten percent of the population." (Or maybe "Gays and lesbians make up ten percent of the population," as "gay" is increasingly being used to refer to gay men.) However, in my opinion "he's a gay" sounds really strange and unnatural. Since I can't quite explain when it sounds okay
It occurs to me that my chosen example ("He's a gay artist") might well be accused of stereotyping, so let's add some more possibilities: He's a gay artist/ congressman/ football player/ cowboy/ astronaut/ father/ Nobel prize winner.
Danyoo, are you suggesting that it would be common to say "I am a gay"? I wouldn't say "I am a straight," and I doubt very much that anyone says "I am a gay." (I would, however, say "I am an American." I don't think they are analogous.)
khoff, my example was merely to illustrate that when a word is used as an adjetive, you don't need to insert an article, whereas if you use the same word as a noun you need to.
But you are right, in native American speak, no one will say "he is a gay" but "he is an American" is very common. I just picked a bad example...