It's not always a disadvantage when the men do express the gene. According to this theory (which is one of many), the women with gay brothers can use the brother as a surrogate father, so this gene is advantageous in a society where there is not a good chance of the father sticking around. Alternatively, it lets the women pursue genetically strong men without considering that they will not stick around, something women with straight brothers or no brothers cannot do.
This is not the evidence for genetic homosexuality; this is a theory which could explain that evidence. There certainly is evidence of genetic predisposers to homosexuality on the X-chromosome and elsewhere, though.