I don't think him leaving the show had anything to do with being difficult or wanting him to explore his sexuality.
Like someone else said, he likely left because his character was so limited. Every other character on the show has had a major life-changing plotline and character development while Jesus was kinda just the dumb sibling with an attention disorder that ****ed his sister's friends and broke up with them every episode.
It was clear the writers were kinda centering his character around his fangirl following, and being the eye candy is fun only for so long.