My professor once pointed out that in communities where there are staunch anti-gay feelings, who would choose to be treated like a second-class citizen? Who would choose to be bullied and ostracized? Gay teen males have startling suicide rates. It's not something that is treated like a preference for cake over donuts. A lot of closeted members of the LGBTQ would live to heterosexual standards; getting married to the opposite sex, living their lives subscribing to gender norms, etc. They do it, but they're not being honest--it's what society drives them to do and it has far reaching consequences for everyone involved.
To an extent, you are born with your orientation and gender identity. There are studies that back it up, and various tests and scales that have tried to standardize these two things. They have to do with hormones and brain development; the hippocampus of most queer men are smaller than women. The performance for bisexuals, interestingly enough, when it comes to cognitive tasks falls between average male and female marks but have superior line and spacing discrimination? So, there are studies to back it up it's more than just 'choice' and a 'deviant lifestyle'. In academics it's generally accepted that yes, gender and orientation are more complex than we've once understood it.
Speaking personally, I have been bi since I can remember. When I was young it was hard to define, because as a child you're not thinking about relationship and 'who you like' but ever since those thoughts started, I realized that it wasn't just boys I had feelings for or could see myself marrying. The only real conscious decision I made, when I was a teenager, was that I was going to accept that part of myself. It certainly is fluid too--for whatever reason, lately I've been leaning more toward women. I dunno why, I didn't sit down and decide "okay, I liked them equally before but now I'll be paying attention to women and wanting a girlfriend more."
It doesn't define us, and people handle their sexuality in different respects. It is however a big part of some people, especially during puberty and those years in life where we're trying to find intimacy. A lot of people dream of love, romance, and have fantasies that satisfy them in whatever way. To feel guilty, or be in fear of your life over those things that should be personal and precious is really sad.