I see the sexuality thing as being the Companion you choose to sleep with just happens to be of the right sexuality. The meta-knowledge that any of the others would have also had that sexuality is not a problem to me, I just assume that they may or may not have been interested and concentrate on the one I've chosen. I can overlook conversation clues.
As for being uncomfortable or offended by being approached by the 'wrong' sexuality, I am a straight man who has been propositioned by more gay men than by straight women. It doesn't upset me in any way, and is actually quite refreshingly flattering.