It's not a secret, exactly. His sexuality, sure, that's a secret. Would he be upset if Joan found out about his dad through other means? Or others did? Only if they insisted on discussing it with him. Secret, to him, implies he wants to hide it. He's not ashamed of it. It's just not something he wants to think about.

He nods with interest at her answer, although at the last part he huffs a laugh. "Now that I really don't want to know," he answers with a chuckle. Though knowing about his sex life bothers him less than Sherlock knowing about Ted's. He's used to locker room talk. He's heard a lot.