(Blank) Is Not Gay *SPOILERS*

Felix isn't gay. Eleanor calls him "Mr. Gimp". That is a reference to a gimp suit, a.k.a. bondage suit, that is worn by men who have a specific sexual fetish of being submissive and of being dominated and humiliated by their sex partners. So when Felix was "ordered" to do something he did not do it because that is an activity he wants to do. He did it because the act of being humiliated and abused is what turns him on.