Attitudes seem to have changed in the 19th century and more material has survived from that era so more is known about the private life of certain royals.
Isabella of Parma and Maria Christina of Austria probably had a passionate love for each other. At the same time Maria Christina was the only one of the daughters of Maria Theresia who was allowed to marry for love a younger son. All her sisters were married of for political reasons or remained single.
Henry Benedict Stuart was probably more interested in men as well but again in his case we don't have direct sources that make it clear. It's more circumstantial evidence that indicates he might have been or probably was.
With historic figures trying to determine their sexuality you always have difficulties. Of some we can be pretty clear.
Grand Duke Constantine Constantinovich fathered a brood of Romanovs but also was, according to his own diaries, a religiously tormented bath house visitor.
Prince Max of Baden was passionate with his short-lived first cousin Ludwig of Baden (hinself possibly bisexual), and later with a married man whose wife Max even discretely thanked in a letter for her understanding of his “special friendship” with the husband. Max's "treatments" by Axel Munthe in Capri for his "disorder" were snidely remarked on at the time by Wilhelm II. Munthe twice "helped" the Badens to conceive. If I recall correctly, Munthe is said to have made some tactless references later in life that suggest he may have had to "help" quite a bit with the conception of second Baden child, Berthold.
Prince Paul von Thurn und Taxis corresponded in passionate terms to King Ludwig II and later after their sudden and mysterious falling-out had a failed marriage with an actress who tlater ook a lover and left Paul.
Isabella, the tragic & beloved first wife of Emperor Josef II, left a torrid correspondence (now published) with Josef's married but childless sister.
The name of Italy's charming and dreamy-eyed last King was as early as 1927 associated with several men of obscure and more famous stature. Umberto was four times a father but there was inner circle gossip at the time that the royal conceptions required extraordinary efforts (à la Queen Maud).
And of course there is King Francisco, the Consort of Isabel II, who was specifically chosen by those who hoped to "manage" the young Queen specifically because he was weak, effeminate, and lacking any interest in women or politics. In exile, the couple separated and he lived discretely with his male companion.