Well, I'm pretty sure you don't go to hell for baking a cake.
Of course, it is not sinful to be gay either. Read the Bible: it says certain actions are forbidden, but never once discusses ones mental state. And I don't think those alleged prohibitions are legitimate in any case, but the point is that even if you read the Bible literally, you still do not have any case at all for saying that the state of being gay is sinful.
There are gays who are literalist Xtians, and they believe that their being gay requires that they abstain from all sexual activity.