They don’t just want to choose not to think, because then they might have pangs of regret from making that choice. They want others to tell them that women aren’t allowed to think, so that it’s no longer their decision, and so it can’t be their fault if it’s a bad one.
The joke is that it’s not yucky because while yes, it shows that you shit, everybody shits, so it shouldn’t be surprising or even noteworthy. They’re using it to tie into their actual point that parents talking about sex isn’t yucky because sexuality is natural, and discussing it shouldn’t be surprising or even noteworthy. Even in the case of asexuality, it’s still a discussion that should be had.