Well, this is from a straight male perspective and the issue here is a straight women, so maybe it's the blind leading the blind, but basically straight women want to be the only woman their male partner is interested in and anything that threatens that is extremely destabilizing. Confessing you want to fuck her sister, someone who is in your life and very possibly available, and also very possibly a relational threat (because there's a lot of commonality already), would be planting a seed of doubt in her mind. On top of that, because the damage is obvious, such a question raises the possibility that the male partner is either cruel or callous or inconsiderate or really desperate to sleep with the sister.
Anyway, it's good that this is an old comment, because someone argue that women can be just as sexually free and promiscuous as men, to which I say, yes, absolutely they can and it's fine if they are, but they're much less likely to be.