Guys can't be bi, as Adam Carolla says "for guys being 'bi' means saying 'bye bye' to heterosexuality"
They certainly can. Where you got this notion is beyond me.
And the Bath House debacle was because of his conflicting feelings for Naoto. He thought she was a he, so in his mind he was thinking he's Gay. Remember, in the end his Shadow said "I don't care who, won't someone please just accept me." That's all he was looking for and Naoto at the time seemed to possibly be giving him that.
So this confusion created a twisted version of his inner self, one that personified his yearning for acceptance in an extreme but not necessarily "entirely" true manor.