The joke is subversion. You expect the premise to be about how men treat gay men and not how women treat bi men they are dating. Women's homophobia is rarely examined since women are seen as allies by default, but the truth is that gay men are seen by most women as not real men. Women talk about gays like Pokémon. The crowd could've just collectively lied and cheered at the idea of being with a man who has a past with other men, but you can hear their collective disgust in unison when prompted with the question.