Is Klein gay? Is he gay for Kirito?
I re-watched that episode because I also did not notice this. But it looks more like a friendly joke to me, given the events in that episode. If I remember correctly, Klein does not show any hints that he has romantic feelings to Kirito nor men in general throughout SAO. 

Why was I able to say it was a friendly joke? Klein probably meant it as a joke that Kirito's face looks like a girl's that's his type. Also, as stated here, 'Klein is also a "bachelor" and is shown trying to get together with various women in the series, such as Asuna, Freyja, and even Kazuto's sister, whom he had yet to meet.' If he was gay, he would be going after men or would have at least an episode or two to discuss his backstory as to why he felt that way.