I have buckets of headcanon in this area. This Sherlock had a relationship (consensual but still a Bad Idea) at some terrifyingly young age with a boy who was a bit older but still young enough to be just an incredibly immature jerk, the kind of person who, instead of saying, "I don't like that," says, "that's sick and dirty and only a perverted freak would want to do that." (About things like actually looking at your partner's cock while you're having sex with him.)

So Sherlock, who already knew he was weird in many ways, came to believe that he was weird sexually, too. And you can imagine how hard it would be to persuade him that he's wrong.