I guess it depends on what you mean by "pursue". If a person knows that somebody is not attracted to their sex and that person still asks them out or hits on them that's just plain rude. I 100% agree that's wrong. Nobody likes that.

Asking out someone before you know how they feel about you (and the rest of your sex) is perfectly normal and sometimes that's going to result in a gay man asking out a straight man and that's okay too as long as that person backs off after getting a polite decline. I personally think it'd still be weird/rude to do that to a stranger while one or both of you are naked, but it probably does happen in places where people are more comfortable in that setting.