Let me make it clear, I have no interest in arguing the right or wrong of being gay, but I do think it's valid to discuss whether Raj is gay.
First, I disagree that Raj has been depicted as hetero right from the beginning. Frankly his sexual orientation is ambiguous. The show has made a running joke (a good one) of Raj and Howard as a couple.
Of the four original male characters it's always been clear that Howard and Lenoard are straight. I'm not sure what Sheldon is, an adolescent who hasn't reached puberty yet? Now only Raj has no female companion in his life.
Sure he may have slept with some woman, and we know no gay man has ever done that.
There was one episode that ends (I think its the end) with Raj saying "Now I know I'm not gay." Something to that effect. When a person says that, they've had questions about the subject, and one incident is not going to erase the doubts.
We continual see a sensitive, even feminine side of Raj in is likes, like books. He likes Eat, Pray, Love. Any guy who likes that must be gay. OK, I wrote that with tongue-in-cheek, but....
By the time the series closes, I hope that Raj finally understands what he is, gay or straight, and is happy and no longer lonely.
Nor do I have any interesting in arguing rightness/wrongness which is why I stuck with the argument of character consistency. I disagree with your statement that Raj's choice of orientation is ambiguous; it's been consistent throughout the show. Example - the first season episode where Penny has furniture delivered and Sheldon and Leonard 'break' in to clean. Early in the episode, Raj calls her 'the pretty girl' and later when she corners him he thinks about marrying an Indian girl. He's done this throughout the show - when he's thought about relationships or simply sex, it's always been about women.
And yes, it's also the episode where Raj comes in after and tells the group that she hugged him and he demonstrates on Howard. But that's where the humor is derived from - two heterosexual men engaging in a hug without thinking of the homosexual implications. If Raj were gay, it would lose that humor.
Yes, he has a sensitive side, sometimes bordering (or crashing into) the effeminate. Again, the humor is derived because he's hetero. Honestly, would it be as funny, if he wasn't? (I contend that when the writers go overboard with it, it isn't. )