Newt is aware that he's not the most socially-adapted person out there but even he knows that liking men the way you should like women is a criminal offence. That's why he understands why he musn't approach the men he's been with in public or otherwise remind them of his existence. He realises that with his looks, rambling and tendency to be a bit slow on the uptake he should be glad that they pay him any mind, even if sometimes he's not really interested. But he understands that he's not always able to articulate himself properly, so it's normal that they may not understand that he doesn't want to have sex sometimes. So he knows the rules, knows how to please to be petted and accepted even just for the night, knows to disappear in the morning and never ever mention that again (he also knows that people don't always know what they're doing when drunk) so why is Mr Graves suddenly talking about doing that again and trying to get him to be his consultant and going to a "special" bar where they can get a drink together?

Come on people, give me angst and some sweet confused Newt. It's the 1920s, they didn't talk about women getting raped then, much less men.