“Not that there’s anything wrong with that” is a reference to the TV sitcom Seinfeld.
It is a line that is brought up numerous times throughout one episode in Seinfeld in which the show’s characters encounter homosexuals. While they are clearly uncomfortable with the encounters, they insincerely (and humorously) re-assure each other that they are good New Yorkers by saying “Not that there’s anything wrong with that” with each encounter.
It is a subtle dig at liberal hypocracy.
It is NOT my approval of that lifestyle.
Scouts Out! Cavalry Ho!