Very few guys at my gym wear shorts as short as mine.
There are two guys, one of whom was there today, who wear the short running shorts with the slit up the side. I am always keeping an eye out for when they do exercises like bench press or especially leg press. Their shorts are not all that tight, which has one advantage - when they do those exercises that involve the legs being horizontal or raised above horizontal, there is simply no way to avoid the shorts slipping down and revealing half their arse.
I did ask one of them where he got his shorts - not so much because I really wanted to know, nut more to get his reaction about someone commenting on his shorts. He was very easygoing about it, and agreed with me when I said how hard it was to find running shorts that weren't ridiculously baggy. I don't THINK he's gay, but at least he certainly doesn't seem to be homophobic.