Coming out of the closet can be an extremely vulnerable experience, even if you have a supportive and loving family.
There is a lot of cultural pressure put on the moment which makes any reaction feel loaded, so even if you have supportive family and friends it's easy for it to feel anti-climactic if they don't give you the response you desired.
On the other hand, there are plenty of LGBTQIA people who don't want to "come out" since the idea of "coming out" is homophobic in the first place, as it centers being straight as the default.
Basically, it's a complex process that brings different emotions out of different people, and the best way to express support as a friend is to follow their lead. However, it can be hard to follow someone's lead when you're not sure what they expect, or how honest to be with your response.