The factors determining a person’s sexuality are already set at birth.
The phrase ‘born gay’ is somewhat imprecise, as no newborn child has a sexuality – sexuality is something that develops in puberty. But what is usually meant by the phrase is that sexuality is immutable – it cannot be changed – and that what it will end up being is already set when you are born.
Attempts to change a person’s sexuality – either before puberty or after it – have consistently ended in disaster. Such attempts usually result in long-term mental health problems.