That may be the case, officially, but why all the parades...
The point of a pride parade is not to convince people to be gay, if that's even possible. They started out as defiant marches, asserting the right to be gay, and to be proud of it, not ashamed of it as people told them they should be. They marched as a rejection of the judgement imposed on them by people like Bryant.
Modern parades on the other hand (in enlightened countries at least) are more like celebrations than protests - expressing relief and pride that their way of life is more accepted than it used to be. The core message is still the same though: "it's ok to be gay", not "you all should be gay". Bear in mind that gay teenagers especially are still far more likely to be bullied and commit suicide than their straight peers, so spreading the message that there's nothing wrong with them seems like a good idea to me.