The gay guy in the post room

I mentioned in my blog last Monday (How easy is it to be an openly gay investment banker?) that I only knew of three other gay guys at the bank I worked for. One of these guys is from the post room (or security, I'm not sure which). He was someone I noticed at the gym a few months ago:

I'm cruising the sauna at the gym, and there's this handsome well-built guy in the corner. We're both naked, and we keep looking at each other, so there's no doubt in my mind that he's gay. But we never get an opportunity alone to have a bit of fun, as soon as anyone leaves, another guy comes in. This probably turns out the be very fortunate because the next day I'm in the middle of a transaction on the trading floor and I spot the same guy. I had no idea when I spotted him in the sauna that he worked at the bank! He's spotted me, and he's taken up a position at the end of the aisle just staring at me constantly. I ignore him and eventually after about five minutes he goes away. What did he think he could gain by staring at me? Surely he doesn't think that at all the guys on the trading floor are straight?