If a "gay gene" were to exist, it wouldn't necessarily be removed by natural selection. There are innumerable genetic afflictions -- sickle cell anemia, cystic fibrosis, and FOP, for instance -- that, until recent medical advances, killed most of those who had them well before they reached adulthood, and left the rest chronically sick. Early death means no children, and yet the genetic affliction continues to be passed on, because it's a recessive disorder.
If homosexuality were genetically based (and I do emphasize the "if", since no such gene has ever come close to being isolated), then it would most likely be a recessive mutation which only occurred when two parents with the recessive gene happened to both pass it on to the same child. If one passed it on and not the other, the child would be genetically hetero but still carry the gene.