Actually, no. She didn't. However, she did engage in sexual banter with Stern about her husband's penis size and what sexual practices she did or didn't enjoy. That's not something a conservative woman would do, but Kelly has never been a conservative. She's a duplicitous airhead, which is why I haven't watched her since 2012.
But my reply to you wasn't about Megyn Kelly.
Check the Howard Stern show tapes.
Defending her is... Questionable at best.
She gets what she deserves, scorn and mockery.