Lo and behold, on Twitter no less, I found this gem from no other than the Onion Boy (Onision) himself.

Having come into contact with some LGBT people from a variety of hostile and/or unsafe environments, I can say that remaining closeted is more often than not a matter of personal safety rather than something that's about shame. Those reasons are not all the same either, but they can generally be broken down as follows:

It's Illegal in some countries.

Source
Homosexuality and/or transgenderism are illegal in some countries such as Algeria, Saudia Arabia, and Barbados. Interestingly enough, homosexual activities are legal in some countries for women, but not for men. More often than not, trans people are lumped into these homosexuality laws because gender dysphoria is not recognized as a medical condition that is treated by social and medical transition. Some countries specify homosexuality and others use terms like "buggery" or various terms that refer to "unnatural" sexual acts.

It's not illegal. The government/culture is still hostile towards LGBT.

https://www.reuters.com/article/us-russia-lgbt-crime/lgbt-hate-crimes-double-in-russia-after-ban-on-gay-propaganda-idUSKBN1DL2FM>Source

Russia's new anti-"nontraditional sexuality propaganda" (?) law targets LGBT groups even though nontraditional sexuality can mean BDSM, prostitution, fetishism, exhibitionism, frotteurism, and many different things that have nothing to do with LGBT. (Criticizing Russian policies in a way that is consistent with criticizing other countries' policies is not Russophobic. It is my hope that Russia comes to accept LGBT.) Belarus's president, Alexander Lukashenko, even said that "it is better to be a dictator than to be gay.". Both countries' governments seem to be doing nothing about LGBT hate crimes (and yes, I mean hate crimes).

Your social circles are hostile towards LGBT.

Source

Even if your country accepts LGBT as a whole, you can still be trapped by your social circles, such as your family, school, or religious institution. More often than not, it's a combination of multiple social circles. If you grew up in a conservative Christian or Muslim environment, you know what I'm talking about. However, Scientology is also rife with homophobia (among other things, but that's for another post). Either way, you can remain closeted for your personal safety if escaping these circles is not an immediate option.

You just don't feel ready to come out yet or don't feel the need to do so.

Whether you're questioning or think that there is no need to "come out", sometimes you just don't want to do it and that's okay.