Can I tell Cortez I'm gay, but not date him?

I'm not particularly familiar with the scene you're in, but it sounds like you're getting really close to Steve's "lock in" point. Based on your description of the scene and your options, I'm guessing that you haven't actually reached it but you're still not far from it.

The Mass Effect Wiki has this to say about locking in Steve Cortez as a romantic option.

From Mass Effect 3 Romance Mechanics, in the Romance article:

Example "locked-in" locations are:
...
- Steve Cortez: Kissing him when dancing at Purgatory after convincing him to take some shore leave on the Citadel.

From Romance, in the Steve Cortez article:
(Emphasis mine)

Based on the flow of the article, and what you've said about the decision point you're on, I think you're probably still a few steps away from the commitment point. My guess would be that you can safely give either response without being immediately locked in.

Still, it's always safest to have a recent save (or autosave) point just before these interactions.

I know this is late, but just in case someone else stumbles on this and wants a straight answer.

You can say okay to dancing with him without locking into the romance.

They dance a bit and talk, and he says something along the lines of "You're a good friend". Then you get 2 options - "You're a good friend, too" or "I want to be more than friends". That's where you lock in if you choose to.