Yes. Really. But I'm not going to list any, even though there are many, because some of the male skaters who claim they're straight may be lying. I hope some day we won't have to doubt them, but we don't live in those times yet.
Yes, at the adult level. At the élite level, I'm not aware of any who are out.
Ondrej Nepela, John Curry, Billy Lawe, Rob McCall, and Brian Pockar are some of the prominent skaters who have died of HIV/AIDS. If I am not aware that a skater has been identified as gay, bisexual, or otherwise not heterosexual, I do not include them as out skaters, whether or not they have been identified as people with AIDS.
In a world without heterosexism, this could be a matter of privacy. But in a world with anti-gay prejudice (affecting both gay people and straight people assumed to be gay), it is a matter of civil rights, and a common-sense reality check. My intention is not to discuss anybody's private sex lives, but to replace stereotypes and speculation with real information.
For example, there is a stereotype that no female figure skaters could be lesbians. This incorrectly equates the femme conventions of "ladies'" figure skating with heterosexuality. Well, it's not true. Figure skating does not cause heterosexuality.
In some cultures, including the U.S., male skaters are stereotyped as effeminate and likely to be gay. This creates a tense, defensive, and enormously distracting atmosphere for all male skaters, regardless of their personal orientation. This atmosphere is a manifestation of public homophobia, and it affects male skaters regardless of what they do in bed.
I have no sense of humor. Sad, but true. But if you feel like a good giggle, I recommend the Obojanie page featuring famous skaters wearing frogs on their heads. Seriously. These are some women from Japan who fly all over the world and get skaters to pose with Kaeru, a green and orange stuffed animal.