Is it necessary that I have some boundaries with my cousin?

To brief this, I(20f) have a very chill and laid back relationship with my siblings. Filling in the cool big sister role in the family, one might say.

The other day my boyfriend(20m) and I paid a visit to my cousin(18m)’s house. His parents weren’t home and after all the catching up, we kinda sorta borrowed his room. He was kind enough to leave us alone and checked back on us later.

The next day, my cousin and I were texting eachother about random stuff and he asked me whether his bed was comfortable enough, out of the blue. We showed up unannounced at his place and he was in the middle of a study session so he didn’t get a chance to properly tidy up his room but ofcourse we didn’t mind. I replied that it was fine and not to overthink it. He then proceeded to lecture me that we always ought to use condoms as it’s risky to have unprotected sex(agreed) and even offered one if we didn’t have it. And also asked me when my last period was.

I personally found this interaction hilarious. We never talk about sexual things explicitly but we do have similar conversations now and then and tease eachother. I screenshotted what I thought to be a funny conversation and sent it to my boyfriend and he seems to think that the whole thing was a bit inappropriate and weird and I need to have some boundaries with my cousin. I still don’t get why it is weird so here to get some perspective. Is it important that I have some boundaries with my brother?

TL;DR: My boyfriend and I ended up spending time at my cousin’s place and he discussed the details of my endeavor. Boyfriend thinks it weird that I talk about my sexual life with my cousin and his questions were inappropriate.