I don't have the answer though I know that prayer won't help one iota.
I agree that being born gay is a terrible burden. It's like having a disability but you can't get treatment because too many ignorant people think your problem is imagined and that you gave the problem to yourself...a very incorrect prognosis.
The problem is not really how you were born; it's not you. It's society. If society was fair and free from the dehumanizing clutches of bibles, religion, bigotry and hate, homosexuals could live happy lives and you might not even question why you were born the way you were...there would be no need because people would understand.
Society isn't going to change overnight. It may never fully embrace homosexuality as a genuine product of Nature that it is. This may give you feelings of resentment and anger. You might even have destructive feelings of violence; make them pay dearly for the pain you suffer and endure daily. You have a right to happiness just as anyone else.
You have to ask yourself if the joy of having a male companion is greater than facing the dehumanizing social fallout of being labelled gay. Have you considered that you might never have a serious relationship - with a man or a woman - and you could remain single and unattached for much of your life? There is no rule that says everyone has to find a companion. Many people live solo, for a variety of reasons. While this may not be a desirable choice, it is a possibility that needs to be considered. Declaring your homosexuality to the world can bring an unfortunate high price (depending on your environment and situation) and perhaps it's not a levy you wish to pay.
I understand why people say "be yourself". That's the idealistic message and that's truly the way things ought to be. But if you want to sink into the realm of the pragmatic, it might be a smart/safe route to pretend you are straight. I am certain that if my orientation were known to all of my work associates, I would not be treated the same and I likely would be the victim of discrimination, harrassment and jokes, not to mention the possibility of limited career advancement. Yes, such actions by others would be wrong and illegal but this is reality. I am caught in the same quandry: be yourself and hold on tight for heavy turbulence or try to be something you wish you were and live day-to-day. I'm picking the latter and I don't know how long, if ever, will I change over to the former.
When I was getting my hair cut recently, one of the stylists mentioned that a female patron of hers had asked about me. This girl saw me waiting in the lobby, thought I was cute and asked the stylist if she knew who I was. A girl asking about me? This is how I wanted it to be. If a girl unsolicitedly says I'm cute and wants to ask me out, oh boy, it produces a maelstorm of emotions. The stylist said this girl was in grad school, single and looking and wanted to know if I was interested. Well, my dreams of being normal and straight took over my brain and I said I sure. I don't really know what the hell I am doing since I don't think I can get "really interested" in this girl - because of my orientation - but f*** fate for now, maybe I'll make a friend.
But simple experiences like this...I've been denied for so long. I want to love and feel love and really don't know how to pursue.
Anyway, your quandry is not unique. I suffer the same way. I always ask myself "Will I ever be happy? Can I find a cure to this disease?"
One day at a time.