Perhaps because sexuality isn't simply a dichotomy, but is actually a spectrum?

I've never heard straight guys say that, except maybe some celebrity I forgot about.

Actually that's very possible.

Straight people can definitely be attracted to the same sex. Sexual orientation is just that, who you prefer to have sex with.

Romantic encounters are a totally different story and many straight people (males and females) can be romantically attracted to either sex but still be straight

He is.