As a teen, I always wondered if being gay is so uncool and unchristian, so why gay sex is so much pleasurable :-)?

First of all, there's nothing wrong with gay sex.  I can't emphasise that strongly enough.  However, your reasoning is faulty.  Heroin and other dangerous drugs can be extremely pleasurable but they really aren't a good idea.

If God was against being gay and gay sex, he'd never have put the prostate where he did.

Men were created to be with men.

So it's natural that man-to-man sex is so much better.  

Sin mostly gives feeling of pleasure. That's why it is difficult to resist. 

cause the devil makes it that way

Being gay can be very cool. And there are pro lgbt denominations. See notalllikethat.org and join an affirming denomination near you.

Well, you were a teen so you're allowed a lack of logic