My first instinct was to make some wisecrack, but then common sense took over. I played it straight, so to speak, and simply said 'no'.
Wrong answer.
You should have replied by asking whether she audibly grunts while bearing down on a particularly stubborn stool. If she had gotten "huffy," you could then have explained to her that she shouldn't be offended, because it was a "routine question." (Heck, maybe for you it is a question you routinely ask of total strangers.)
My sexuality is no one's business, and I certainly would never state it for official purposes.
Regards,
Play it straight and don’t answer either way when the P.A. gets to the question about firearms in the house.