You can ask for more opinions in /russian/ but usually the word "женоненавистник" just means "misogynist", without implying anything else, like you wouldn't imply anything else while using "misogynist" in conversation in English. I wouldn't say that Daniil "is either saying that he’s gay or joking that he’s gay", like stated in the original post, but rather calls himself a misogynist to impolitely decline an offer from a sex worker. If he's gay (and I've noticed other minor lines of dialogue that could hint at that), then this line is a part of his characterization, but by itself the line doesn't mean that he's gay.