I think a lot of people are just arguing semantics for the sake of semantics. Essentially at its most basic, you're not sexist.
For long periods of RPG abnegation, you prefer to add a little titillation to your enjoyment in the mindlessly long activities. That's not sexist, that's having sexual preference.
For roleplaying, you are essentially playing out the story of any male or female character you have created regardless of gender, meaning that you value character over self-insertion (in this specific case, the more masculine side of your personality). That's not sexist at all.
For roleplaying romance, you take greater pleasure when the romantic encounter is more in line with your own romantic preferences. Not that you value a male character in more serious aspects of the roleplaying experience, but that your inherent nature identifies more with the romantic choices of your player avatar. That's not sexist, that's identifying with your character on a much more personal level.
Arguing otherwise would be similar to arguing that preferring to see heterosexual intimacy between another guy and a female character of your own design and control makes you somewhat narcissistic. It's just reading too much into something that isn't there.
You're not sexist. At least, not in this case and not to a harmful degree. Human nature dictates that we're all sexist, racist, and prejudice towards anything different from ourselves, even on a subconscious level. It's just the way things are.