Fuck it if he's gay just support him. He sounds confused. You never say well ugh I like woman but I think I'm gay. That's a contradiction, you either like tits and ass and bottom line or u like abs and clean cut men. He probably said that because he's afraid of coming out the closet. For most people being gay is not a choice however there are those people out there that choose to be gay and to them that's there choice. Sounds like your lil cuz or nephew knows deep down in his heart but is scared because of the homophobia of America! Just sayin
He could be Bi. That doesn't mean he will prefer both women and men equally...He could have a strong preference either way. Support him and encourage him to be happy.
"Women can be Bi, but men can't" - A silly 20th Century idea promoted by homophobic men who aren't really secure in their own sexuality.
He's either gay or bi, probably bi. Not to big a deal really, like others have said, the "I don't want to be" is probably because of fear of how your going to treat him now. As a general rule, as long as they respect I don't want them to hit on me, I could care less....Regardless, just be there for him.