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Huh, it's been a while since I saw the anime.
She says a similar line in the VN, though, so I'm more sure about that than the anime (and this was before the official S;G VN translation). That scene is also followed by an uncomfortable description of one's lip being bitten and a disturbing scene where a...
...eh, no spoilers. But the scene in question wasn't in the anime. The whole arc regarding it was left out. In fact, Nae didn't really have much of a role in the show.