I don't think Kurt was ever in the closet.

He's also not exactly a cross-dresser. He's worn a woman's sweater, and remarked "fashion has no gender". He's also worn some exercise wear that was...maybe a tad feminine looking, but Chris Colfer has a slight build which may have lent to that look. He may have worn a kilt (or even a skirt) once I think in season one, when he gets sent to the principals office. It was a very quick scene and difficult to judge.(All the characters dressed up as Lady Gaga, so I don't think that counts.) He is definitely a clothes horse though.