Perhaps the general mindset is that, with the state capital being so close, there's no need for any Gay Friendly organisational support. And a Pride march can be sometimes considered 'intimidating' to those on the 'outside.' (Which is sometime where the more flamboyant members of our tribe can be a little too 'stereotypical' - even for those of us in the same club.)
I think you need to turn your expectations around a little. Have you thought about becoming a gay activist and working to build up a successful gay support structure? In a town of 15,000 you're not going to be the only gay man, believe me - so maybe it's time to start taking the initiative.
And if it's any consolation, the UK Government didn't de-criminalise Homosexuality until 1967. The first UK/London based Pride 'Marches' didn't happen until 1970/1972. In other words, it didn't happen overnight.
As it is, Pride these days has become a business venture, rather than a show of solidarity and support - so in some respects it's not all Wine & Roses:-
"In late 2012, a group of individuals from within the LGBTQ community formed London LGBT+ Community Pride, a registered community interest company, and the company organised the Pride in London festival and parade in 2013. The organisation has been awarded a contract to organise Pride in London for five years by the Greater London Authority, together with funding of £500,000 over five years."
But, if you really want to make a difference, and see a change in the situation around you, then you have to do something yourself.
It's either that, or move to another part of the country, alas.