I was kind of waiting for someone else to come on and post, who as you posted, "may have had a similar experience to you". As this hasn't happened, and perhaps there hasn't been anyone in this particular boat as what you have described, I'm just going to weigh in with my 5cents worth if that's ok.
I'm gathering that your son lives at home still, yes?
Now I don't know how you reacted when he told you (or how the reactions or even the daily life in your family home has been since he told you), but from what you've posted regarding your feelings on the matter, I can possibly see why your son isn't happy.
Just before I go into that, may I say that the courage and inner strength that he must have worked up in order for him to tell you that he is gay must have been phenomenal. I have no inkling about your son at all, but I can say that for him to do that he must have one hell of a strong character - at the same time he must have been as nervous as anything.
Now Chilli, back to the happiness part ... I'm just taking a stab here, but with how you've posted about your regret and indeed the term 'grieving' about this news, I can only assume that this is also portrayed (or at least WAS portrayed) at some stage in the family home and in front of your son.
I would have thought that he would have been going to his parents with this news and so hoping if not for your approval, but for your understanding. I really don't mean to sound so harsh Chilli, but I'm gathering from the messages he's received back, this IS why he is so unhappy.
May I ask if your husband shares the same feelings that you do on this?
Yours is a very strong post Chilli and you have every right to express the feelings that you have. And everyone has their own opinions on a whole range of issues/topics and like you, I have expressed a little of my views here, and possibly just taken it a little to possibly show how things might be for your son and how he's coping after telling you.
I would be very keen for you to come back and post again with a little more information if you'd feel ok to do that.