When he made that phone call to Lureen, that was a bold move on his part. He was essentially "caming out" to some extent. He was admitting to someone else for the first time that Jack had been important to him. And he did the same thing when he went to Lightening Flat to meet with Jack's parents.
I don't care what you call it, all I really care about is who I love. ;D)
I don't think Ennis would have taken another male lover on his own, but if he had run into another man that saw him for what he was, really valued him, really cared, and gently pursued him, I think something might have developed.
I don't believe Ennis changed his idea about his sexuality after Jack died, but I think he admitted to himself that he loved Jack. Which is, to me, what was really important.
I think that's what Annie Proulx means by the line: "There was some open space between what he knew and what he tried to believe..." That line means to me, he knew he loved Jack, but he still tried to believe he was straight.
I give it this interpretation because I was once in this exact same position of loving someone of the same sex and trying to assure myself that I was straight. (I have since moved to the position that I don't care what you call it, all I really care about is who I love. ;D)