Jesus isn’t the biggest character on the show, and most of his scenes have had to do with his role as zombie apocalypse intermediary, not his sexuality.
Thomas Payne’s comments to TMZ indicate that there isn’t a plan in place at the moment to give Jesus a romantic storyline, but he didn’t rule it out for some point in the future.
The Walking Dead has dabbled in romance plenty of times over the years, but the show has rarely dwelled on any of the love stories.
Glenn and Maggie got the most focus, and the aforementioned Richonne is getting plenty of airtime, but most other relationships are either largely off-screen or only implied.