Well, for the same reason people are interested in what the players do in their private time etc... everybody's looking to relate to their faves in some form or another.
But we are not talking about private. I know a lot of people equate announce that someone is gay with sex, but being gay is a sexual orientation, nothing more. A player who tells he is gay is not giving more information about his private life than a straight one saying he is straight.
I know the repercusions are not the same, one is news and the other not, but this is not about privacy.
And of course there's the sense that you will be "the gay player", and i think that's something that players will want to avoid, because, yes, he will be gay, and he will be a player, but one thing has nothing to do with the other. Of course if the guy is a top player and won GS and is high on the ranking that things will be different.
Sooner or later someone will come out (and i hope it will be because he wants, and not because he is outed or be catched in a scandal), and if nothing happen, and he can play without extra pressure, maybe people will be more open about it.
Some people say, i don't care about it, but the truth is everybody knows who is Federer's wife or Nadal's girlfriend, and i never hear someone complaining that they talk too much about their private life.
Some people wouldn't like for sure, but most people will get used to it in no time. And if the guy is good on court and smart enough to give good interviews i'm pretty sure the atp will be very happy after the coming out.
Tennis is a sport with a lot of gay fans, so i don't think that will be a problem. Maybe other players would be, because some of them came from very conservative countries, but they just get used to it, because if they react bad, they will get a good backlash.
I think in some countries the new generations are a lot more open, so it's a matter of time