It is interesting how I do think he does sometimes especially in interviews come off as obviously gay to us, but as someone said no one brings it up. I think maybe that can be for a few reasons just a guess..
1) Most people don’t notice the “gayisms” so today it’s obviously easy for us to clock but the avg person especially fans of the show don’t. Maybe because they are not seeing him as much outside of the show. Remember he tends to get cast in some extremely hyper masculine roles, and I think Anthony can code switch very well so that probably plays a part too. Also let’s not forget people still think Pedro is straight.
2) I don’t think he’s that popular to get that sort of attention. Sure the boys has a big following( myself being one ) but I don’t think one can say the boys has MASS appeal. If he get some roles in more mass appeal movies or shows in the future then maybe it will be discussed more. Maybe this is how he wants it though where he won’t be forced to address it if he is which I think is likely the case.