You may not know about them, and they won’t tell you, but they exist. I lived with a Saudi for a while in college who was bi-sexual. He couldn’t tell anyone anytime he was there, but when he was allowed to be open about it some people were allowed to know.
Just because it’s illegal doesn’t mean it doesn’t happen. It only means that people suffer. They’re still gay, but they’ll participate in society as straight because they have to.