IF by "gay" you simply mean "male attracted to males."
I'm fairly sure there are lifelong-celibate gays who have passed safely through this veil of tears and are now rejoicing with the Blessed before the throne of God.
Of course, if by "gay" you mean "engages in sexual relations with persons of the same sex", then of course "celibate gay" an oxymoron in a tutu and a spangly tiara.
How about life long celibate pedophiles? Are they rejoicing too?