Being in or out is kind of like a trade secret. You have to protect the trade secret. You can't tell it to your friends who are cool and have it remain a trade secret. Nor can you be semi out.
Thiel didn't like a story about him. Now if Gawker had invaded his privacy he'd have had legal recourse for that. But Gawker didn't invade his privacy and so he took his revenge elseways. And the article wasn't even critical.