In my view it depends. In countries where open homosexuality does not endanger one's life, and where marriage is presumed to be a matter of romantic love, I think one owes the woman (and oneself!) honesty.
There might still be reasons to get married (continuing the family line for some conservative families, as is often still true in a number of countries), but I think lying to the woman about the reasons for the marriage might be immoral. Are arranged marriages common in the country in question? Then it might be moral depending on the expectations of that arrangement – romantic love might not be a requirement.
Where open homosexuality is dangerous, that changes the equation. Can one safely remain unmarried? That might be the most moral cause of action. If not, I still think it's preferable to be honest with a life partner, even if one does not feel romantic love for them, but that might mean exposing oneself too much. Ideally one would find a lesbian to marry who has the same reasons to keep her true nature a secret, or an asexual person who doesn't care about the sexual side at all. But if one can't be honest because it is just too dangerous, at least one should be decent to the woman one marries, choose somebody one can respect and love as a person, and treat them well.
Indeed, it's not moral that a gay person is not accepted as they are, and I don't feel one owes such a society any moral behaviour in turn, but it's not the spouse's fault that the situation is so fucked up that one needs to conduct a sham marriage to save one's own life. I do think one needs to have one's own moral standards even if one's society is less than moral.