Haha, I read somewhere that he was gay in some of the movies. The actor thought he was gay, and a director told him to "act gay", so he played Lupin as gay.
I also read somewhere else that JK Rowling revealed that he was one of those "Ex gays" that later "Changed" because he met the right woman... but that story was probably fake.
I'll try to find the articles.
EDIT:
Here it is:
link
It was just a false interpretation.