Agreed; she'd probably think it was very sweet and flattering. Well, modern Anya would (and she'd probably think the double entendre was hilarious). 1880 man-hating Anya probably would have been really confused and been like, "Your sexual innuendo amuses me and the rhythm is pleasant to my ear, but I won't respond to your flattery." Or else maybe she would have responded and popped his cherry because she probably didn't find many men she considered harmless enough to have sex with during that millennium of vengeance and so she'd seize the opportunity when it came.