It's kind of weird to think that "no comment" would be better than him pretty honestly describing his preferences but not using a specific word. And he seems to be saying in that quote that he finds it annoying that when he talks about his sexuality it ends up with exaggerated labels. So its seems quite logical he'd not then try to label himself if that is his bone of contention.
Wondering, though, as to the exact question being answered (which can really influence how a response should be read; for example, if the question were "what do you think of attempts to brand you as either straight or gay?") I decided to see if the original article could be found online. Turns out that,
according to Movieline, no such article or interview has graced their pages. So he quite possibly never said what you have a problem with.