I don’t know if I would necessarily frame it as them being gay. Gay/straight may not even apply to whales. They may be like bonobos and just have sex with each other in all sorts of ways and combinations. They probably do have sex for pleasure since dolphins do. For all we know, both of these whales have fucked their way across the ocean with any whale they encountered.

But for sure there is a huge amount of evidence of same-sex copulation in the animal world no matter what you want to call it.