It was partly a joke because I tend to think every good romance is somewhat gay, but not entirely! I headcanon Lyra as non-binary because she (i use she because that's what the canon uses) has a very fluid relationship to gender, and seems to model it after whoever she's admiring at the moment. For example at oxford and when she admires Asriel she turns her back to femininity, and even dislikes female scholars (which I read as her not wanting to be a woman, and therefore actively not identifying with anyone female). Whereas when she's with Mrs Coulter she gets really into clothing and feminine things. I know this is most often just read as youthful searching for yourself, but I like to read it as exploring gender identity and her gender being fluid. Also she's often described as a boyish girl and such, which I feel is very non-binary description. And on top of all of this, I think she could very well be bisexual, I don't remember any canon evidence for this at the top of my head but at least I think she seems to be very impressed by female beauty at times. And if Lyra is something other than woman, that would make Will something other than straight too. It's been a while since I've read the books (time for a reread I think!) so I cannot give you an in depth analyzis of Will's gender and sexuality, but at least he's not very traditionally masculine. Also I know this isn't just for the queers, but their love is very much based on friendship and mutual understanding, as opposed to many fictional straight relationships that are based on "boy meets girl - we all know what happens next". Their love goes below the surface, and touched something deep inside them. Also - their love going against the churches opinions is also very queer indeed.