My boyfriend has shown an interest in me putting a finger up his bum. I don't really mind trying it but it's a bit of a turn off and worry for me because isn't it a bit... gay? Why would he want this?
If you're a dude it's totally gay.
But, assuming you're not, your boyfriend wanting you to play with his butthole is not an expression of his sexual orientation whatsoever. Even if you were to strap on and get pegging it still wouldn't be gay, because you're still not a dude. And a gay man would never want a lady to finger his butt.
There are multiple possible reasons why your boyfriend is interested in this. The only way to find out is to ask him directly (or give me his number and I will). However, most likely, he is simply aware of the pleasure that men can receive through prostate stimulation and wants to see what all the fuss is about.