Gay men can choose not to pay if they are unhappy with the price

Well yes, but at least in some places companies introducing different prices based on things like gender or race are not legal. Recently in the UK there was a case where a pub had a promotion where men paid more for drinks on the International Womens day, and someone took them to court over it and won - the court agreed that such pricing based in gender is not legal in the UK. On the other hand, clubs do this all the time without a fuss, but I suspect it's because no one challenged them legally on it yet.

In general I'm not a fan of the "gay people can just chose not to pay" argument - it sounds too similar to the one where some companies argued they should be allowed to deny gay people service, since they can simply go somewhere else.