Just to clarify, there are plenty of agents who are aware that their player is gay, they advise their clients not to come out, there are pros and cons. I think you have to respect the personal choice of that individual.
I am not out at work for the very simple reason that it does me no benefit and it's none of their business, you might find this is the thought process of our notional gay PL player, not everyone wants to be that guy who is open and prepared to take the flack and be the one that stands out. Say that they do, well up till now once he tells his agent, they are likely to discourage him.
There was an interesting point on the coming out age. That really is very varied, I know some people who I knew were likely to be gay at 5 and another guy who didn't realise till he was about 30. Gareth Thomas is an interesting one, I think he might have realised a fair bit later. It's definitely a possibility that a guy could only realise they were gay or bi in their 20s which would mean that they can be a fully developed player in the time.