The gay tag and the lgbtq tag have the exact same semantic meaning, the gay tag however is substantially less frequently used, and is declining in usage

things that mean the same thing should be tagged the same way.

in addition a large chunk of these venues were double tagged as both gay and lgbtq which is just the same information twice

https://wiki.openstreetmap.org/wiki/Key:lgbtq
https://wiki.openstreetmap.org/wiki/Key:gay