The power of denial can be very strong in the human mind. Stranger things have happened, I'm sure... 
This is my theory (which I've just concocted during Mass when I should have been listening to the sermon - oops, sorry, God

)!
1. IF Serge was gay - as much of the evidence seems to suggest, despite doubts about some of the sources - Ella would not have known that before they married & probably not for quite some time afterwards. Even if the marriage remained unconsummated she may not have suspected he was gay and I THINK he probably would have not been actively gay at least when they were first married, as he was probably trying to fight it (seeing it as sinful etc.)
2. Ella's subsequent over-protestations of happiness rather 'give her away.' 'The lady doth protesteth too much' * as QV wrote of her, when people are really happy they don't need to keep telling everyone that they are. I think she was profoundly disappointed not only in Serge but in the 'terrible lies' (or truths) that were being spoken everywhere.
3. Her denials are understandable - it must have been excruciatingly embarrassing for her BUT I think her denials were for the public & not for herself. She made the best of it & became more absorbed in religion (which had always been central to her life - & she may well have been happy to become a nun instead of marrying had she been raised in a different faith & class.)
4. IF William was gay, Ella couldn't expect Maria to live as she had done (the humiliation, gossip etc.) so she didn't know about it.
5. Maria was very prone to self-pity & I do not give full credence to all she writes (primarily because her descriptions of Ella conflict with so many other children's - Felix, Anna Vyrubova (who later had no reason to like Ella yet still praised her care for children) Marie of Edinburgh & her mother etc. etc.)
6. If Maria wanted a convenient excuse to escape from an unhappy marriage, Ella & Serge gave her a good idea for an excuse.
7. BUT if it were true, it would explain why Ella was so very very sorry for her when she went to visit her in Sweden before the divorce & why they afterwards grew much closer.
Oh bother! I'm being summoned to the pub!
Well, that's my theory for what it's worth
