There is absolutely no evidence that he is not straight other than "he's still in the closet". Which is silly because Thedas is a progressive place. So I'm applying Occam's zazor here and I'm going to say he is straight, given what we know so far. He only crushed on a female mage.
True, but lack of evidence =/= evidence in and of itself. I can see where you are coming from. I really can. It's possible given what we know that he is straight. However, the "flirting" dialogue with a female mage Warden goes nowhere (in fact, he, literally, runs away when propositioned) and it only occurs in 1 out of 12 possible origins. So, it's just not compelling. In, literally, zero of my over a dozen playthroughs, do I have any evidence of his sexuality because I never rolled a female mage. Outside of that one dialogue option, there's nothing.
I mean, I get it, it's something. My argument is that it's not really strong evidence to say outright that he must be straight. If the statement were, it's likely he's straight, then I'd be better with it. It's the same way that I say he's likely to not be gay. Because I think it is likely, but not definite. We just can't say with that little evidence that he is definitely straight. That's my point.