Because, you can't be openly gay, and a Christian. The Bible makes that very very clear.
If they have embraced homosexuality, then by definition, they have rejected the Bible. If they have rejected the Bible, then by definition they are no longer Christian.
If they are no longer a Christ based organization, then every true believer should leave that Church.
In Numbers 16, the family of Korah and a few followers, opposed G-d. G-d then instructed the Israelite on his side:
And he spake unto the congregation, saying, Depart, I pray you, from the tents of these wicked men, and touch nothing of theirs, lest ye be consumed in all their sins.
G-d destroyed the house of Korah, and all those that did not 'depart' from them.
In times gone past, if a man was caught with horse thieves, he was killed with the horse thieves. It's the same principal.
And while that doctrine was in the old testament, it was reaffirmed in the NT.
2 John 9-11
Everyone who goes on ahead and does not abide in the teaching of Christ, does not have God. Whoever abides in the teaching has both the Father and the Son. If anyone comes to you and does not bring this teaching, do not receive him into your house or give him any greeting, for whoever greets him takes part in his wicked works.
Now in that time, we had home churches, where the pastor was invited to the home.... essentially bringing the church into your home. He's saying don't invite a bad teacher into your home, or you are taking part in his wicked works.
Today, we go to the church, and the same teaching would apply. Don't go to a church with a wicked teacher, or you are taking part in their wickedness.
2 Thess. 3:6 even goes further, in a direct call to all believers to separate yourself from all teachers of false doctrine.
So this is the call to all Christians in the Methodist church. This is your warning. Leave the Church. Don't wait for another clear message from G-d. The Bible is here. You must leave the Methodist Church, or risk the judgement when it comes.
And judgement will come. G-d is not mocked. A man reaps what he sows.