Dan Butler, who plays Bulldog, is gay in real life. This is just a play on things.
Denial
"Forgive me, Roz... I shouldn't have harassed you like I have... I, Bulldog Briscoe, have tried so hard to deny it, but it's no use anymore..."
His tough, brash veneer was so well-established. Poor Roz suffered so much harassment from him... all of this because he'd been trying to hide his desire for Frasier.
"Maybe I should tell them about this... but what would everybody say? I can just hear them whispering 'Bulldog's gay? He's queer!' How could I take that?"
He'd liked sports so much, and still did. He was into going to the bars with the boys, to football stadiums, anything that the typical man would like. How could he be gay? He was a picture of masculinity. The trouble was when the guys came up with the conversation topic of their latest conquests. Bulldog winced at the memories with regret.
"Oh God, how could I take the pressure? I was making things up on the spot! I couldn't even keep the story straight sometimes. I'd talk about banging this one chick and it would turn out that one of us knew her and he'd say that she was out of town or something. I am never going to forget those looks that they gave to me. Sure, they didn't say anything, but they looked suspicious...
"Frasier always seemed a bit gay to me...!" he mused, "But he's slept around with so many women... there's no chance that we'd get together."
He remembered all of the wisecracks that he used to say around Frasier, to get his attention. He just brushed them off, but he did hold a bit of anger... since he felt uncomfortable admitting these feelings for Frasier, let alone facing them, he took to going after women... and Roz was the main woman that he saw during the day, so she became a target. He drove her nuts, inevitably...
"Forgive me, Roz... I wish that I had just faced my sexuality and left you alone, but I was afraid to admit them to myself... damnit! I wasted all of this time running away from myself and pestering Roz! Why? Why me?"
Frasier. He'd longed to bury his face deep into Frasier's chest, to feel those arms passionately embracing him... those soft, supple lips to kiss his own... but it was hopeless. Many nights, he'd imagined Frasier beside him in his bed... but it all faded in the morning.
"I suppose that I should just give it up and start dating other guys instead of wasting my time a straight man and pestering a woman, neither of whom can stand me."