What if it's not even a dildo? Like, Graves thought it was, but he was so startled that he didn't really look closely, and it turns out it's just a specialty perch for one of Newt's parrots who has arthritic feet. (they do exist, and they do look a lot like dildos) But Graves confronts him and Newt is just... super confused and... Kinda interested? Yeah. I'm not the OP, so if this is totally in the wrong direction, forget about it, I just thought it would be extra funny.