Hardly a shocking statement to make if one is familiar with Christian doctrine and teachings on the subject.
It's obnoxious because Steve King is not really a role model for compassionate, selfless behavior who should go around casting stones. Comments like this were completely ordinary into the 1990s and 2000s but the world has changed so much that one wonders what the point is of an elected official making a statement like this. I don't really care what his religious views are, but here he's just trying to relive some Republican fun of the 1990s at the expense of gays.
I believe he was asked about his religious views on this question, and thus he gave them.
If Steve King were asked if he expects to see Jews in Heaven, he certainly would not have said "Not going to happen, they haven't accepted Jesus Christ as their savior." Even if that were his religious view. He'd have avoided the question. Why do you suppose that is different?
The newspaper asked him his view about gays because he frequently bloviates about gays (when not talking about immigrants running drugs or escorting ISIS in) and will say things that put him in rare company with Michele Bachmann and Louie Gohmert.