"The whole "I have sex with men but I'm not gay/bisexual" really intrigues me even though I understand the framework for it."
Indeed, though it's more prevalent in cultures where male/male sexuality has been at least somewhat tolerated in men who do the penetrating. "Gay" and "bisexual" as identies are very new, practically brand new, while other traditions about male/male sexuality go back eons.
Greco-Roman cultural traditions are just one example. Edo Period Japanese culture featured fairly similar attitudes. Even the fiercest Samurai warrior could take a male lover without social cost so long as the warrior was doing the penetrating. If he were known to prefer being penetrated, great stigma attached.
Contemporary ideas about sexual identity often produce discomfort in cultures where very different ideas about sexual activity have traditionally prevailed. We English speakers are less apt to experience the disconnect (I believe), because our cultures totally stigmatized male/male sexuality centuries ago. Since we aren't traditionally accustomed to seeing much or any tolerance for male/male sexuality, the gay identity makes definitional "sense" as pushback, even among people who don't approve of it.
Other cultures see the whole thing rather differently, not necessarily needing the labels of gay or bisexual to make sense of sexuality.
Though, I think it's interesting that gay and bisexual as identities are popular in such cultures today anyway, especially among men who have sex with men and women who have sex with women.
I think that speaks to the constructs of gay and bisexual being more useful and healthy than older paradigms, which they seem to be supplanting.