Because they shouldn't have to. Racist people say "why can't they go be *insert race* somewhere else?"
Because they happen to also be people and their choices/lifestyle/genetic makeup do not effect you in any way. If you think being gay is a choice, then why can't go just go be whatever religion you are somewhere else? You mentioned in a comment below this one that they aren't socially accepted. Sure they are. Just because some people take their hate to extreme measures shouldn't mean they have to leave. There are people with extreme hate for Christians, Muslims, Atheists, Black people, Asians, Mexicans, White people...Should they go be whatever they are somewhere else?