Newt is willing to try almost anything in the bedroom. Except anal sex, because he knows it'll hurt (he's tried it before with someone else and/or a toy and no matter how well-prepped it was never comfortable for him) and the idea of something so big going up there makes him squeamish. Rather than try to talk him into it or promising he'll go slow and be very gentle, Graves accepts this and doesn't try to push Newt into anything he doesn't want to do.