I’ve been to all of the big male revues in Las Vegas (Chippendales, Thunder From Down Under, Aussie Heat, Magic Mike Live).
Aussie Heat is without question the most gay-friendly. They’ll bump and grind on men in the audience and regularly bring men on stage. There’s still quite a bit of “hetero women” material in the show, but I’ve never felt awkward being there.
The other shows will allow men in, but don’t really acknowledge gay men or bring them on stage. You might get some acknowledgment from Chippendales on a slow night, but usually not.