This has been bugging me.

Serana says the above quote and the responses that you can say are;

- I guess we'll have to keep looking for that Moth Priest, then.

- Are you saying you want to learn more about me?

The 2nd option is what bugs me.

Is it trying to imply that the Dragonborn has/wants to have relations with Serana?

If you pick the 2nd option Serana says "Not at this rate, no."