I just found this survey interesting, and thought you might also. It is the Gallup Poll -- done between June 1st of 2015 and December 30th of 2016 of a random national sample of 710,252 adults in all 50 states and the District of Columbia. It has a margin of error between 0.2 and 1.6 points (depending on the sample size of the state). It shows the percentage of those who openly identify as LGBT in each state. Nationwide 23,483 individuals identified as LGBT out of the 710,252 -- for a percentage of 3.31.
NOTE -- This poll does not purport to show the percentage of all LGBT adults in each state, but only those who openly identify as such.