GeorgeandDot said: "First of all, "agenda?" That's a poor choice of words. As for there being nothing in the script that says that he's gay, Higgins does describe himself as "a confirmed old bachelor and likely to remain so," which at the time in which the showis set, I'm pretty sure was a euphemism for "celibate gay man."
As for the romance between the two, Eliza and Henry are two extremely lonely people. I don't think that "I could have danced all night" is supposed to be a romantic song, but rather a song of feeling like a human being for the first time and I'm pretty sure that Higgins isn't in love with Eliza, but is rather in love with his creation in the same sense that an artist is in love with his painting. At the end he realizes that he has no purpose without her, but I've never had the impression that she leaves Freddy for Higgins at the end, but rather that they decide to be friends and include each other in their lives. Also, she doesn't leave him initially because he's gay, but because he's abusive. He's awful to her.
Anyways, we will see how Sher plays it, but there certainly doesn't NEED to be any sort romance between the two for the show to be interesting. Also, I'm sure if Sher didn't want Mays to play Higgins gay, I'm sure he could play a straight bratty man-child."
I use the word "agenda" because actors and directors bring their own agenda to plays all the time. Often there is a specific point that the actor or director wants to make, or they have a "bold new interpretation" they want to pursue. That's all fine as long as it's supported by the text. There is nothing in My Fair Lady to support the idea that Higgins is gay. He's a "confirmed old bachelor" because he's a misanthrope. He doesn't have a wife, but he doesn't really have any friends either, except for his new friend Pickering.
When I played Antonio in The Merchant of Venice, I chose to make him gay and in love with Bassanio. I am certainly not the first person to do this, as there is a lot of stuff that both characters say to and about each other that implies at least one of them has romantic feelings for the other.
I am fine with "breaking the mold" on a character, but not if it goes against what is clearly intended by the playwright, which in this case is that Higgins develops complex romantic feelings for Eliza that he himself cannot quite make sense of. Both "A Hymn to Him" and "I've Grown Accustomed To Her Face" support this interpretation, I believe.
In any case, I'm not directing this production, Bartlett Sher is. Curious to see what he does with it.