Cloud blinks up at Sephiroth, processing...several things at once. Like the knowledge that Sephiroth is sleeping with Genesis, and the knowledge that there are people who like being hurt, for some reason? But the first thing he says is, "Recent. You never...did this before you came here?"

Cloud wouldn't really be able to explain very well why that's surprising. It just seems wrong, somehow. The great Sephiroth, famous war hero, strongest of SOLDIER, with his pretty eyes and flowing hair and effortless self-assurance? Had to be taught about sex post-mortem, by Genesis?