I think if he had been just saying that about the bodyguard, he would have gotten plenty out of it -- he was making an entrance, since he was there at Mycroft's pleasure and they were having a cat-and-mouse game, and he was channeling a Freddie Mercury persona, so the sex-with-hot-guys reference was part of that. In addition, the hot guys were underlings, so it wouldn't have been that Moriarty was in a relationship -- it would have been part of his way of dealing with the rest of the world, the "ordinary ones," possibly to amuse himself idly, possibly out of boredom. It is just as strongly suggested that he had actual sex with Kitty Riley, and we know that was precisely out of amusement at the thought of getting himself an "ordinary one." My conclusion about Moriarty and sex is that he can turn it on or off in himself, manipulate it, but it doesn't reach his true core -- in extreme contrast to his response to Sherlock (obsession) or Eurus (wordless intellectual mating dance and true meeting of minds). I'd put Moriarty's categories of response as "genius vs ordinary people" rather than categories of gender and sexual attraction.

Gah, I worry that I am coming off as argumentative or dispassionate here -- just having a Ravenclaw Sunday.