In this day and age being gay should not be any sort of stigma.
While we have never had an openly gay Prime Minister or US President, there are gay people at all levels of government and in music, the arts and business, in every walk of life.
And yet sport seems to be the final frontier.
The former Wales rugby player Gareth Thomas came out a couple of years ago and was applauded.
He was nearing the end of his career and I haven't heard of any prominent rugby players since who have openly admitted that they too are gay.
Cricket is, of course, steeped in traditions of decency and fair play.
The way Davies has handled the announcement (with great credit to his PR advisors no doubt) is a testament to him and the cricket community who have welcomed the news.
"The more people do it, the more acceptable it becomes" said Davies and he's right.
Being gay doesn't mean that team mates are going to be leered at in the locker room or that opponents will be groped on the pitch.
Statistics suggest that there are far more gay sportsmen and women than have been strong enough to come out and the reaction of the England team and cricket in general suggests that they would not be treated as outcasts.
How the fans react is another matter.
"I have thought about it but I hope it doesn't happen - there's nothing I can do about it," said Davies of possible crowd abuse. "I don't think it's an issue. I'm still the same person and I want to be remembered as a cricketer, not as a gay cricketer."
Sadly, the vocal abuse that footballer get every match suggests that football has a way to go before people show the respect that every sportsman and woman deserves.
Justin Fashanu, a football star at Norwich City and Nottingham Forest, killed himself years after revealing his sexuality, a tragic end to what had been a fine career.
While there had been allegations of sexual abuse that may have played a part in his death, he admitted that he had become a football outcast when he finally admitted that he was gay.
The abuse of referees has not ceased despite the ‘Respect’ campaign and football fans, while not perhaps vocal about the colour of a player’s skin, still shout about players in derogatory terms based on their nationality.
Football has a long long way to go before fans realise that abusing a player because he is gay is totally unacceptable and downright primitive in this day and age.
But until a number of players come out and admit that they are gay, the barriers cannot be eroded in society’s last homophobic frontier.
Those who out themselves will have to have great PR support to help them through what could be a testing time.
Steven Davies is at the start of what should be a fine career and cricket fans will no doubt show him the respect he deserves - due to his sporting abilities. His sexual orientation does not matter.
When football can claim to be just respectful remains to be seen, but the issue will not exist until more gay footballers feel brave enough to reveal their sexuality.