I don't think they're particularly worried about the fans, afterall, players get any slightly embarassing piece of their history brought up all the time in chants. rooney's granny shagging, etc I doubt the racism problem in eastern europe is going to stop any black player stepping out on to the pitch.
Richarlyson's experience has been bad because south america on the whole is a lot more homophobic than western europe (when he filed a lawsuit against a guy that had insulted him the judge said he should be banned from playing football because football is masculine and not for homosexuals!!!!)
I think, from things I've heard, it's the dressing room that worries them. they don't want to be ostracized from the team, either the players or managers, and are also worried about what it could do to their ability to find a new club should they need to. If this wasn't the case then I imagine there would be a lot more gay players known of, even if their identities were hidden from the general public.