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There've already been a lot of rumours about some kind of Moroccan wrestler guy he keeps flying over to have holidays with.
I'm not sure why he wouldn't come out though, it would give him a shit load of publicity, which is what he seems to crave, and he doesn't exactly seem the kind to be fazed by criticism, if he did receive any for it.
Plus it might actually make him more popular in some ways, and give him a wider fanbase.
Not that weird, he's clearly gay...just hasn't come out yet
Ricky Martin did exactly the same
Ronaldo paid a bird from Manchester £3m to have a baby for him