bad... though I'm working on becoming Jewish...
But I think it's maybe due to the ostracism that both these groups face/ faced. Many great pianists/ composers had to leave their country and family. Horowitz was one, as was Chopin himself. Cziffra spent time in a Soviet Prisoner of War camp. (he wasn't gay or Jewish was he?

) Barry Douglas, neither gay or Jewish, grew up in Northern Ireland at a time when the violence was at it it's worst. And don't forget those great movies 'the pianist' and 'shine'. Both times, the pianist gets separated from his family, and in the former he sees his whole world destroyed (well, more or less).
I think isolation often is important... too many distractions and you lose focus. For something like training to be a concert pianist, you need to have an incredible drive. Homosexuals probably back in Horowitz's day weren't so open, so most would have kept in the closet about it, and thus would have been pretty lonely. Without generalising too much, Jews are often very ambitious. For their relative abundance in Western Society, they are more likely to be in professional jobs. Perhaps it is this determined ambition which works well becoming a concert pianist.
Of course, there are countless examples of non-gay, non-Jewish great pianists, I'm pretty sure Horowitz wasn't being too serious...