We imagine that Oscar Wilde lived in the most fabulous of closets. He belonged to a school of art called Aestheticism. This school of art focused on the surface as the essence of things—what you wear, how you speak, how you smoke, what art you like.
Wilde had a lot to hide. But he hid himself away in fashions that were both exciting and dangerous. His closet was a "glass closet," to borrow a term from Eve Sedgwick.
For Sedgwick, being in the closet changes language. It changes not just what you say but how you say it. It changes your body, too. What you wear, how you stand, how you shake hands, and how long you hold someone's stare are all a part of the closeted performance of sexuality.
And if we know one thing about Victorians, gay and straight, it's this: they hid things very well. If those lovely men and women had an adage, it would go something like: if you can't speak the ugly truth, decorate it.
The art of language was all about ornamentation—a witty turn of phrase, a metaphor, a euphemism. When an artist can't just come right out and say it, whatever it might be, he disguises it with language. And Oscar Wilde always loved a good masquerade party.
Innuendo and allusion helped Wilde explore themes that were taboo without getting into too much trouble. For a while, anyway. He thought his language was pretty safe in The Picture of Dorian Gray, but he was wrong. Dude got put on trial.