His position on this is very inconsistent so the confusion's understandable. Depending on who he's talking to/where he's writing it will either be a choice or it won't be. Sargon claimed in his video about the DePaul incident that Milo had never said being gay was a choice, but anyone who's followed Milo for any amount of time will know that's demonstratively not true.
When he was on the Drunken Peasants podcast he tried to mount the argument that homosexuality was a choice, but after sustained assault from TJ and co he backed down and gave the more widely accepted view that homosexuality's caused by a mix of nature and nurture. To me that reinforced another point that's been brought up here - Milo isn't a very good debater on certain topics. He's fine when it comes to feminism/social justice, but you don't have to be a genius to debunk those. Any time he's had to talk about something outside his comfort zone, it generally doesn't go well for him. I reckon that's why debates with people other than feminists involving him are quite rare. He does best when he's talking to people who already agree with him.
Personally, I don't think he really believes being gay is a choice, he just says that to shock and piss people off. He's a professional troll so most of his opinions should be taken with a mountain of salt.