I'm not sure what you mean by "disloyal". Generally, "come out of closet" is used to mean a person admits they are homosexual, but it can apply to admitting to any secretly-held belief.

No. According to thefreedictionary, the idiom, come out of the closet, means to reveal oneself's being gay. eg, He finally decided to come out of the closet so his mother would stop asking him why he wasn't married. That means, to stop his mother from asking him to marry, he finnally decided to confess that he is a gay. See this link for more info: http://idioms.thefreedictionary.com/come+out+of+the+closet

Being gay might be seen as disloyal to the traditional values:-)