Well if your rich then yeah things like that are possible. But for the average joe that's not looking for a sex slave, just a relationship, it would need to stay hidden right? So either hide it for life / pretend to be straight or emigrate.
It is always very risky to be a homosexual in countries such as Saudi Arabia and Kuwait. If you are rich and have powerful connections, then you may be able to escape. Else, they will slap a death sentence over you and you'll be beheaded in no time.