Anything to gain leverage. We joke about it, but the honest truth is that our sexual preferences and desires are very personal and most of us are, to some extent, a little ashamed of them (or very ashamed of them). We act like we are very tolerant of the activities others get up to in the bed-room, but honestly, whenever some famous person has been found out to have a "kinky" fetish, we smirk at them. Don't deny it - most of us do. And smirking and chuckling is often the best reaction - other reactions to fetishes range from sheer disgust to outright abuse and hatred. I'm talking about legal fetishes here - not evil ones like paedophelia. Even perfectly legal sexual practices between consenting, capable adults can inspire the feelings of pity, disgust, hatred and judgement. We know this. The NSA knows this too.
Now imagine that you are an Islamic Cleric who the NSA thinks is a threat. The NSA may be right or wrong in judging you to be a threat - all you know is that they do perceive you as a threat. Also imagine that you have visited gay porn sites and participated in gay site chats about sex and stuff like that. It's not too hard to imagine - just as Catholic Priests are sometimes found to be Gay, some Muslim Clerics are as well. As much as Muslims would like to deny it, they have homosexuals too in their society and they are rarely treated well. The NSA knows this - they know that as a Muslim Cleric, you're not supposed to visit gay sites and that your followers will see you in a different light if they found about it - boom, that's leverage. That's power. That's a lever they can use to make you do what they want. "Stop talking about Afghanistan or Wahabbism", they say, "or everyone will know the sites you visit - we have logs of your chats, we have your IP address, we have WEBCAM footage of you....."
EDIT: And it's not just about closeted gays either. Imagine if you caught your Priest or Rabbi or Muslim Preacher or Buddhist Monk watching "Ass-Blasters 3" or whatever it is they call porn movies these days. Or imagine if you saw your Religious figure visiting sites where he or she could pay for people in leather gear to rough them up for sexual enjoyment. Imagine your reaction - imagine their reaction. You wouldn't look at them the same way ever again, would you?
The NSA want power over certain individuals. Knowing a person's fetishes and sexual behaviours, especially if they are in anyway abnormal or humiliating, gives them TREMENDOUS power over them.