It sounds like discomfort. I guess it`s unlikely your sister is anything like me in this regard, but the other possibility would be one of privacy.
I am extremely private about my relationships and sexuality, and I likewise would rather people around me kept those things to themselves.
I`m not big on coming-out. Either on the news-breaker end, or on the listener`s end. I certainly never volunteer anything about my sexuality, though people usually ask. And, even then, I am very selective about whom I open up with.
In your sister`s situation, I`d probably smile and say, "good for you" and move on. And, if you insisted on telling me more, I might actually say that I`d rather you kept it to yourself. Sowwy.
Independent, sex-positive, bi-curious, private, atheist, elitist, athletic dude.