"Yiannopoulos is a self-proclaimed leader of the alt-right movement." 

There's no record of Milo every saying he was a leader of the alt right, or that he even belong to the alt-right.  Alt-right is a term that encompasses the people who are fed up with restrictions on free speech (quite a few of us to be sure),  to the worst elements of the KKK (who are very small in number, and despite their views are remarkably quiescent)

But getting back to Milo:  I'd thought that gay Catholics would at least respect Milo for a)  proudly identifying himself as Catholic and gay; b)  his frequent declarations that "the Catholics are right about everything."