Sometimes I don't want to explore anything, I just want to play a character who happens to have the same sexuality as me.
Possibly this is a link that only makes sense in my head, but I remember an interview with James Nesbit, who is an actor from Northern Island. Often when he gets to use his native accent in roles, it's for a politically charged, fraught setting, so he was delighted when playing Bifur for the Hobbit movies, he could use it "simply as a place where someone is from."
And in terms of LBGT+ issues as someone who can fall under the heterosexual umbrella, I don't really go here, but I also still want to leave those RL prejudices at the door when I play. Plus HP allows us to play out bigotry in a way that no one in real life has actually experienced.