Edit: As far as I can tell from what I've been told, McGreevey didn't resign because he's gay; he resigned because there were allegations of misconduct with a member of his own staff (as opposed to a random affair with Joe Q. Lavender). One would assume he didn't want it to turn into Monica Lewinsky Now With Added Gay.
Edit Redux: Apparently the issue is that he gave his boyfriend an overpaid position a few years back, and he's trying to play the Pity Me For Being Gay, Persecuted, And Deeply Regretful card while glossing over his actual misconduct. Nnh.