Alyssa tells Holden that everything he's heard about her is probably true. Later, Jay tells Holden "I heard one time she had this dog, and..." is immediately cut off by Holden.
It's best to assume that Banky is too stupid to know that such as thing as corrective rape actually does exist when he says that lesbians just "need a good dicking."
Holden's "why girls?" conversation with Alyssa can be seen as trying to confuse her into admitting that there's no "logical" reason for her to be a lesbian, and therefore she ought to date men. And like the above, this is Truth in Television.
Hooper and Alyssa being not so different. Both are sexually queer, which mainstream society doesn't respect or acknowledge, but are also ostracized by other people like them: Hooper by other black men for being gay and Alyssa by other gay women for being bisexual. The only difference is that Holden has ulterior motives for Alyssa, while Hooper is just a friend.
Didn't Holden, before he found out Alyssa was gay, wonder what she'd been doing on a panel for minority comic creators?
Perhaps he thought it was because she was a woman — even today, though by a smaller margin than when Chasing Amy was made, female comic book creators are still greatly outnumbered.
As pointed out by Rantasmo, Holden is good friends with Hooper - a gay man. Yet he still needs Alyssa to explain, as he puts it, "Why girls?". Did he never talk to Hooper about what it's like to be gay? In-story, it's possibly because this is the first time he's felt directly affected by the topic of homosexuality, but it's still weird.
It could be foreshadowing his efforts to get Alyssa to love him on his own terms. See "Fridge Horror" above.
Given the kind of selfish and self-assured guy Holden is at that point, it's likely that he either never thought/cared about how Hooper felt because it didn't affect him, whereas Alyssa apparently not being into him was a shock he didn't see coming and therefore required him to grapple more with the concept. It's quite possible that his subconscious feelings were more akin to Banky's "I don't get lesbians" speech than he wanted to admit. Men being attracted to him? Believable, but he's not interested. Women not being attracted to him? How can that be?
actually does exist when he says that lesbians just "need a good dicking."