Why should gay people have to come out?

I don't like the concept. Why should I have to tell people about some innate characteristic of mine like it really matters at all. I don't go around announcing that I'm Mexican (I get mistake for white often due to my light complexion). This characteristic of mine is no more important in getting to know me as a person than my race is. If someone really wanted to know and asked me, I'd be honest (unless I had reasonable suspicion to believe that I'd be assaulted or something), but I don't see the point in "coming out".