I strongly agree with you. Mika is a very intelligent song-writer and because he realizes how much ambiguity there has been concerning his sexuality (which obviously he wants to keep private), I think he is more provoked to write even more ambiguous lyrics. On the other hand he once told that one could learn more about him from his songs than from interviews.
Anyway, let's face the truth: do we REALLY want to know everything about him? Even if so, it's not going to happen and this ambiguity, and really really smart playfullness are the things that make him so intriguing!!!