I think he just has a childlike understanding of sex where he doesn't properly know what it is, and likely assumes it's something wrong because people would avoid talking about it around him growing up. That tied with the constant jokes online about him and Leaf's probably just put him on the defensive.There's obviously some hangup he has with sex. I'm not gonna accuse the man of getting molested but he's obviously not free of sexual thought given he feels the need to clarify that its not sexual when he bathes with and sleeps with his waifu.
Also considering he's obviously never had any proper sex education growing up and goes out of his way to avoid sexual content online there's a good chance the first time he ever saw a vagina was from a troll sending him Leaf porn. So there's that.