We need it because there are quite a few people in America who do not believe in equality in the least, even though they may say they do. Being gay
is a choice...it's a choice to believe in who you really are, and not try to be something you're not, and furthermore, to LOVE whoever you become. For a white, heterosexual, adult man like myself, that choice comes with no pre-defined societal restrictions. But stray from any one of those character traits, and suddenly society finds you reprehensible. I'm not saying the choice to believe in and love yourself is any harder or easier for anyone on the planet, but what I am saying is that inherently, there are a lot of hurdles to get over when one chooses to "come out" as being gay.
A member of my band is gay, and he spent several years during the first years I knew him hiding that fact from the world. Only when I began to really get closer to him did I find out his "secret". He asked me if I cared, and the look in his eyes was that of fear. Fear that I would immediately reject him because of his internal chemistry. But I didn't, and we remain friends and band-mates to this day. He later grew up a bit and came to find out that being gay isn't so bad, in fact there are a lot of things about being gay that are rewarding and awesome. He's much more comfortable in who he is today, and much happier as a result of it. His choice to act upon and embrace his homosexuality, rather than shy away from it, made him an all-around better person.
That's pride.