No, none of them are gay.
I know that Wayne Brady is married to Mandie Taketa, and they have one child, Ryan Stiles is married and has three (adorable) children, and Colin Mochrie is married, as well, to Debra McGrath, and they have a son named Luke.
As for the rest, I know that during the show's running, Drew Carey and Brad Sherwood were both single, and Greg Proops, a common fourth-seater, is married. I'm not sure about any of the others, like Chip Esten or Kathy Greenwood or Denny Siegel or countless others...
If you (or your boyfriend) think that any of them are gay because of the strange positions they somehow find themselves in, think again. If any of them ARE gay, they're not openly gay, and even though Colin & Ryan have kissed each other (more than once), and some other wacky things, it's really all for comedy. Remember that they have to make this all up on the spot, and they do the first thing that comes to mind to get a good laugh.