Enjoying anal play does not make you gay. It just makes you a guy who’s into that. Whether gay or straight, stimulation of the prostate feels good for men, though not all are comfortable with it. So it’s highly doubtful you have to worry about that, it’s just one of his kinks. 

As to your specific situation, it’s up to you what you want to do. But it’s not gross or dirty as long as he’s clean. Make sure he showers and cleans himself well beforehand, and it shouldn’t be an issue, seriously. But that decision is yours to make. 

-E