There's no evidence that the real Mary Anning was straight. But her relationships with women were incredibly intense, per her letters, so it's not much of a stretch to make the dramatic choice that the director Francis Lee did. As he said on Twitter, "After seeing queer history be routinely 'straightened' throughout culture, and given a historical figure where there is no evidence whatsoever of a heterosexual relationship, is it not permissible to view that person within another context?"