I'm way gender confused, but it has nothing to do with pegging and everything to do with me being trans.
I am pretty much exclusively attracted to women, and I'm male-bodied so I'm pretty much hetero as far as anyone keeping score, but I love getting pegged (and even love wearing a strapon to use on my female partner). Anal stimulation for me has nothing to do with sexuality and simply has everything to do with alternate sources of pleasure and changing roles in the bedroom.
As an aside, gender confusion might not be the right way to describe gay/straight/queer feelings about pegging, it's more of a sexuality confusion thing than gender specifically. Sorry, just my little peeve on terminology relating to gender/sex/identity.