I always have mixed feelings about this kind of parade or event that is meant to promote tolerance and acceptance, as well as close religious or ideological gaps.
I agree with your emphatic oposition: homosexuality or any other "deviation" from "natural laws" is incompatible with any mainstream (judeo-christan) religion known to us so far. It is a silly mistake, sometimes, cynical, actually, to asume that you can be different and still be accepted by your congregation. It's not gonna happen, if the congregation follows their sacred book to the letter. It's that simple. If people want to be proud of whatever they are, just forget about religion, or create your own.
This new religion if they so much want divine acceptance or approval, would include no-so-powerful genderless deity(ies?), who, because of their(?) imperfections happens to be very tolerant and would never dictate in any sacred text that deviants should experience hell on earth and then go to hell once they are lynched by self-righteous believers.
I think that people should have a clearer vision of what is it that they want to be an accomplish and in what context that is viable.