I don't find that surprising at all. We don't have full conscious access to all our preferences: we can just make guesses based on previous data. Realizing that there are men of the same sex that you might be attracted to doesn't seem any different from realizing that although you generally dislike science fiction, there are some sci-fi stories that you enjoy.

Straight/bi/gay is a classfication scheme that often works, but by collapsing a sliding scale into just three categories it necessarily loses information. A person who is only attracted to people of the opposite sex, and a person who is attracted to people of the opposite sex and to 0.1% of people of the same sex are usually both lumped in the category of "straight".

I have occasional fantasies of men and enjoy some varieties of shounen-ai/yaoi, but I'm almost never attracted to men in real life, though there have been a couple of exceptions. I can never figure out if I should call myself straight or bi, though straight is probably closer to the mark.

Also, sexual orientation is not a static thing, but something fluid that may change throughout life. This is particularly the case for women, though possibly also for men:

Starting in the mid-1990s, Diamond, a professor of Psychology and Gender Studies at the University of Utah, conducted a longitudinal study that tracked sexual attitudes among a cohort of non-heterosexual identified women from their late teens into their early thirties. From this work Diamond concluded that while a model of sexual orientation in which a person is unswervingly straight or gay may be appropriate for men, it is too rigid for women. Over the course of a few years, a typical woman in Diamond's study might move from being attracted to other women to being attracted to men, or vice versa, with the nature of the attraction dependent on an individual's circumstances and partner in ways that often rendered simple straight/lesiban/bisexual categorizations too coarse to be informative. This fluidity is not a matter of dilettantish sexual experimentation or repressed lesbianism in the face of homophobia. (Nor, contrary to the wishes of religious traditionalists, does it mean that sexuality is a conscious lifestyle choice that can be reset by bullying therapy.) Instead, Diamond contends, it is a natural course of many women's development which has been overlooked by both the general public and researchers into human sexuality.