I think the issue is that a gay man or a lesbian does not yet know if it is safe to even have those normal conversations with some person they are just getting to know. If they're asked a question that would lead to "I was at lunch with my boyfriend/girlfriend", they might get a homophobic response.

Directly coming out to you, when they are comfortable and emotionally prepared for it, is a way to avoid a traumatic reaction during normal conversation.

Beyond that, when you've been forced to repress some part of yourself due to social expectations, it can be a big relief to be able to specifically tell people about that part of you, rather than just letting it come up obliquely during conversation when you happen to refer to a same-sex partner.