Tell that to his actual family. Apparently, they are.
Even as Gay spent last season with the Arizona Cardinals, those closest to Gay aligned their loyalties with the black and gold over their flesh and blood.
"My family wouldn't let me get away from the Steelers," said Gay, who has returned from a one-year so-called "vacation" to rejoin the franchise that drafted him in 2007. "They still flew the Steelers' flag up in front of the house.
"They didn't switch to (Cardinals' colors) red and black. I told them, 'I'm not with the Steelers no more.' They didn't care nothing about that."
Now that Gay is back with his football family, his real family can root for him again.
"They were pumped when I signed back," Gay said between training-camp workouts Wednesday at St. Vincent College. "I didn't even get a chance to tell them. As soon as they saw it, they started calling."
Gay expressed similar enthusiasm in rejoining a team in which he won the 2009 Super Bowl with and then started for in another Super Bowl game two years later.
Gay has played out of a variety of spots in the defensive backfield and during all 104 regular-season and playoff games his teams have played during his NFL career. He has played 96 consecutive regular-season games, the longest active streak among cornerbacks.
No one knows more about Gay's dependability and versatility than do the Steelers, who signed him to a one-year contract in March — less than one year after he'd agreed to join the Cardinals after spending his first five NFL seasons with Pittsburgh.