I believe there's no such thing as a "gay male." Men CHOOSE to have sex with other men for the sole purpose of pleasure. This has been seen over many centuries. But even a man who calls himself homosexual will still have natural desires to mate with the opposite sex. Same goes for women.
The reason why your boyfriend has such an easy time fantasizing about sex with other men is because he's seeking sex solely for pleasure and he can relate to the sexual desires of men more easily.
Before you go judging your boyfriend and bow down to the social stigma that people can't have multiple partners, take this final thought, from a recent posting of mine, with you:
"All human beings are bi-sexual by nature. As any other species on this planet we possess a natural desire to procreate. Some accept that desire, some suppress it. Unlike (most) other species on this planet, being as we are complex and intelligent creatures, we also desire pleasure. Specifically the release of dopamine and serotonin within our brains that we achieve during orgasm while having sex. The desire to seek out this pleasure does not coincide with the natural desire to mate and reproduce. Both genders of our species, unless they suppress their desire, will seek out this pleasure from either gender, be it their own or their opposite. This should in no way be considered a "confusion" of this persons perception, or natural will, to preserve our species."
Basically... just forgive what he said, don't take it to heart. If it truly bothers you that he has sexual desires for other men while with you, then one can assume that you're more than likely pleasing him like his fellow males do. Don't over analyze the situation and don't make him uncomfortable about it.
The fact that he even told you to begin with is a very admirable quality in ANY person. If cheating is an issue with you, even with the opposite sex, then express that it's either you or no one. If he's honest enough to admit that he can't live a lifestyle like that, then you two need to peacefully move on and go your separate ways and you to find someone who is more in-tune with your thinking.