(Should say on the whole, for those he is close enough to to possibly be getting sexual attraction, he’ll probably still feel off about the whole idea unless they do know his identity. Can be tempted to, as Kid (since that’s who he knows people as outside of the MK cast, usually), and he’ll tease, but actually doing anything and he’ll mentally freeze up. Kaito’s less restriction there and more guilt if they don’t know who they’re involved with. Why as Kaito, he’s more likely to stay friends for a long time before it goes further, and with Kid it’s more teasing than anything serious. Not because he wouldn’t want to, but because his double life and how he does like keeping them separate interferes immensely with relationships. So it’s a huge step when he does tell/show someone who he is in either direction.
And maybe slight bias in that he can be more okay with sex with guys even under that circumstance, but that’s less gender discrimination so much as, if anything happened or goes wrong, is can have worse consequences and he doesn’t want the only way of being told to be through Kid. Or get them dragged into anything under Kid without them knowing.
(And of course exceptions to this would be other selves, though he doesn’t immediately jump to that sort of thinking anyway, it’d be a mutual leaning, else he’s just friendly and will hug you at random. And Hakuba, just for actually being the only person Kaito’s semi-comfortable around who canonically knows what he’d be getting into. (Side Not: You’re on a fine enough line already, Akako, not really on best terms though when you’ve used magic multiple times and tried to kill him. Kiiinda puts people off, just to say. Thanks for the save that one time, though.)))

