I think he started out ok.. but has escalated to grossly inappropriate commentary.

If you are uncertain, you could perform a few tests.

Next time he asks a blatantly sexual question like "are you horny?" try this:
1. Stare him dead in the eye and ask "and what is it about that question that is therapeutic for me?" or
2. stare him dead in the eye and say "are you asking this for my benefit, or for your own benefit?"