In this retelling of the Artemis and Orion myth, it says:
Orion loved the women as if he were their brother, and with the men he formed his most intimate and physically satisfying attachments.
Was Orion gay?
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It is not uncommon for Greek mythological figures to have both male and female lovers. That said, all of Orion's sexual relationships mentioned in the myths assembled on theoi.com seem to be with women. A few examples:
"Women of Tanagra ... often I adorned [with songs] our ancestor Kephisos with my words, often great Orion and the fifty sons of high strength whom he fathered by intercourse with the fair Nymphai (Nymphs) [i.e. daughters of the river Kephisos (Cephisus)]."
Corinna, Fragment 655 (trans. Campbell, Vol. Greek Lyric IV)
Artemis slew Orion on Delos. He was said to be a Gigas (Giant) of massive proportions born of Ge (Gaea, the Earth), but Pherekydes (Pherecydes) [C6th B.C. poet] says that his parents were Poseidon and Euryale. From Poseidon he was given the power of walking across the sea. His first wife was Side, who for vying with Hera in shapeliness was thrown by her into Haides' realm. After that Orion went to Khios (Chios) where he courted Oinopion's (Oenopion's) daughter Merope. Oinopion, however, got him drunk, and, as he slept, blinded him and tossed him out on the beach. He made his way to the bronze workshop of Hephaistos (Hephaestus), where he seized a boy [Kedalion (Cedalion)], set him on his shoulders, and ordered him to guide him toward the east. Once there, he looked up and was completely healed by the rays of Helios (the Sun). Immediately he started back to confront Oinopion. But Poseidon had provided Oinopion with a house beneath the earth, built by Hephaistos. Meanwhile, Eos (the Dawn), whom Aphrodite taunted with constant passion as punishment for sleeping with Ares, fell in love with Orion and took him off with her to Delos. There he was killed, according to some, for challenging Artemis to a discus match. Others say that Artemis shot him as he was forcing his attention on Oupis (Opis), a virgin who had come from the Hyperboreans.
Pseudo-Apollodorus, Bibliotheca 1. 25 (trans. Aldrich)
Aëro, so the story runs, was the daughter of Oinopion (Oenopion) and the nymph Helike (Helice). Orion, the son of Hyrieos (Hyrieus), fell in love with her, and asked her father for her hand; for her sake he rendered the island where they lived habitable--it was formerly full of wild beasts--, and he also gathered together much booty from the folk who lived there and brought it as a bridal-gift for her. Oinopion however constantly kept putting off the time of the wedding, for he hated the idea of having such a man as his daughter's husband. Then Orion, maddened by strong drink, broke in the doors of the chamber where the girl was lying asleep, and as he was offering violence to her Oinopion attacked him and put out his eyes with a burning brand.
Parthenius, Love Romances 20 (trans.Gaselee)
"[The goddess Harmonia laments her marriage to a mortal man :] ‘I will proclaim how Orion loved Erigeneia [Eos the Dawn], and I will recall the match of Kephalos (Cephalus); if I go to the misty sunset, my comfort is Selene herself who felt the same for Endymion upon Latmos.’"
Nonnus, Dionysiaca 4. 192 ff (trans. Rouse)
This of course does not exclude the possibility that the huntsman had male lovers as well. It does however invalidate the first part of your quote. Orion's relationships with women were certainly not limited to brotherly love.