Well, my wife loves true crime books, and according to her, there's only one serial killer involved in really disturbing, extreme stuff who you could fairly call "gay": Jeffrey Dahmer. The rest of the major serial killers are straight or paedophile men*. Further, the only (arguably) lesbian serial killer widely known is Aileen Wuornos - who only shot her victims, not bad considering the torture she endured herself - and straight women like Catherine Knight far outshine her in the brutality field.
In short, straight men tend to commit much more violent crime and do so much more often than queer men. This is not only speculation, but also confirmed by studies.
I would guess that the only truth in Daddy's statement might be that more men involved means more mess. Women tend to be clean and distant killers (most female serial killers are poisoners), but men get their hands dirty (knives and other bladed weapons are favourites of male serial killers).
In Australia, some horrific murders have involved gay men. The gay men are universally coerced into abetting (by their 'straight' prison boyfriends), or are the victims themselves, or in the Snowtown case, both.
That was long, but I have lots of info... And none of it corroborates your assertion.
*Excepting Gacy, whose sexuality is ambiguous: he himself identified as bi later on, and paedophilic tendencies have been pointed out by others.
