I didn't have any of the advantages you list of being out. For me, work and school in my teens and 20's were ways to avoid having to deal with being gay. You have to spend your time doing something, and for me, not being out meant I didn't have gay friends, I didn't relate that well to straight friends who might try to fix me up with girls, talk about girls, etc., I wasn't interested in dating girls, and pursuing men was totally outside my realm of possibility. So what's left? Work, school, music. These allowed me to feel good about what I was doing with my life at a time when I wasn't ready to deal with my sexuality.
So yeah, I can totally relate to this. In fact, I'd say closeted gay guys are more focused on school than out guys because they mostly don't have a social life to distract them from academics.
In a similar way, I'd guess that by percentage of the respective populations, gay guys are more accomplished musicians than straight guys too. Why? Because music is a difficult, time-consuming activity that requires a lot of dedication and is highly respected by society. Its perfect for a young gay guy looking for something productive to do that doesn't involve dating and sexuality.