It's easy to say that, but I once went to a gay bar with some girl friends and gay friends of mine. At first the attention was somewhat flattering, but it didn't take long before the people leering at me and trying to get me to dance with them when I was uninterested really started to bother me. At that moment, I was enlightened.
I know what you mean, but I still think it is the better problem to have: too many wanting you vs too few.
Look at it on the bright side: since you're forced to ask, at least you get to choose ... :)