Him saying that she wasn't a lady almost made her start to cry. Indeed, the tears did well up in her eyes, even as his tone and further explanation made it clear what he meant. Being a lady, and a Lady, was incredibly important to her. Normally she might have argued with him, but in this position, with his hand touching her so intimately, her reaction was to cry.

"Y-You don't find it vulgar?"

Knowing that he didn't find her sex drive to be inappropriate, would go a long way to soothing her fears.