Aww, see I can see it from their point. They grew up in a different time. Also, at that time, I don't think most parents associated really, really liking Madonna with automatically being a gay male. They probably thought he just loved to dance with his sister and that he as infatuated with that popular singer (which he was in a way).
Yeah, at the time Madonna didn't have the GAY thing attached to her like she does now.