I can't back it up with rules, but for me it would be natural for me to say he's vegan, he's a vegetarian, he's gay.
Ha! That's just what I was thinking. Vegan, a vegetarian, gay. Indefinite article in front of vegetarian, but not in front of the other two. I have no sensible explanation for this. I thought that maybe my non-native intuition was playing tricks on me. 
Yeah, but I’ve heard a lot of native speakers say „he’s vegetarian“ too. That sounds fine to me too. Just like saying „he’s a vegan.“ You just can’t say someone is „a gay“ but you could say „a gay person“ or „she’s a lesbian.“ I’d say with vegan and vegetarian the indefinite article is optional. There’s no rule on it either way.