An animal model of spontaneous exclusive homosexuality has however been described in sheep. About 8% of the males in a population studied in the western United States were shown to mate exclusively with other males, even when the choice was given between a male or female partner (Perkins and Roselli, 2007; Roselli et al., 2011b).
Never is a strong word when that's just not true
https://www.ncbi.nlm.nih.gov/pmc/articles/PMC7484171/
Huh, wasn't aware of that. Well, after a bit more research, excluding that one species in that one study, there are no exclusively homosexual animals.
You see how a lack of scientific reporting on the subject makes it less likely that you find more examples, right?
Penguins are monogamous and that applies to gay penguins as well.
Here's two that built a nest together https://mashable.com/article/same-sex-penguin-couple