Sexually Conservative?

Listen up, buttercup. The joke is playing on the double meaning of "Conservative." On one hand, it means someone who's all about traditional values, especially when it comes to politics. On the other hand, it could mean you're not adventurous in the bedroom. So, the person is wondering if their fantasy makes them politically conservative, or just boring in bed. I know you're not the sharpest tool in the shed, but I hope you got it.