Straight pride

 They don't have straight pride month for the same reason why they don't have rich people soup kitchens.

 When straight people brag: "We just got married, going to honeymoon in Cancun."

Gay marriage is pretty much response like this:

"OH YEAH? Well...I just...got married to this blow up doll."

And then after the honeymoon, when the straight person says, "We're about to give birth to twins! I'm so excited!"

The gay marriage answer is similar to:

"YEAH? Well, I still got this blow up doll... And I'm going to adopt some puppies!"