Fundamentally, it is wrong to assume that medieval concepts of gender and sexuality were exactly the same as contemporary models. Modern social values and behavior patterns are not more 'advanced', but simply different. This does not mean that modern society is some sort of culmination that previous social models were evolving towards. They did not have an abstract concept of 'the nation-state' or of a divide between 'Public' and 'Private' cultural spheres. Medieval people did not conceptualize the world the same way that contemporary people do. Patterns of sexuality are not universal and objective constants, but have changed over time, and varied from one location and culture to another. ' Sexuality' is a social construct, variable across time and space.
The cultures in the A Song of Ice and Fire novels, which have been depicted in the Game of Thrones TV series, have a variety of patterns by which they conceptualize gender and sexuality. Varys dresses and acts effeminately to play on common stereotypes about eunuchs - but this is just an act to fool people into thinking he isn't a threat.