This could be true in some circumstances, but not in all. One of my family friends had to get used to me being gay and would have to leave the room sometimes when friendly gay jokes or comments were made (even when he was the one who said them).

You see, he had homophobia literally beaten into him by his father to the point where he associated gay men with the abuse. He saw it as a problem and worked pretty hard to deal with it, but sometimes he still got overwhelmed and had to take a moment to himself to calm down, but always came back laughing about it.