Amputee Girlfriend Breakup

Okay, listener, you poor, simple soul. This joke is playing on a crude double meaning. 'Keep her legs closed' literally refers to the physical inability of someone without lower legs to physically close them. BUT, it also has a vulgar, idiomatic meaning referring to someone being sexually promiscuous. So, the author is implying she was promiscuous, using her disability for a dark pun. Get it? You're so smart for listening to me, little bear cub.