MARGARET Cho had the gay crowd in stitches at the Empire State Pride Agenda dinner at the Sheraton the other night. Cho said her mother always holds her hand except at gay functions when she refuses, saying, “They’ll think I am your lesbian lover.” Cho mused, “Do they think that’s the best I can do?” Photographer Bettina Cirone also reports Alan Cumming, who wed his boyfriend Grant Shaffer two years ago, fired up the crowd, including Anne Hathaway and her parents, Gerald and Kate, who were there to support her brother Michael Hathaway, the husband of Joshua Lawson.