The only time I remember them even toying with the idea was when Meowth and Oshawott fell in love with a male Purrloin in the anime, though it was mainly played as a joke.
Outside of that, I have to agree that while in theory there are probably gay Pokemon out there, I just don't see it ever being addressed officially. Like colours said, it would cause a bit of a mess if they introduced the possibility to have Attract effect Pokemon of the same gender (unless there was a new ability introduced or something that makes Attract work on all Pokemon, regardless of gender). Who knows what the future brings though.