Was that Lalli writing those things? Was the form in Swedish or Icelandic (and Mikkel was kind-of translating)? Because--
1) he, him -- Well, Lalli does know what a pronoun is.
2) Finnish does NOT have a grammatical gender or gendered pronouns; Swedish doesn't make a difference between sex and gender and no, Lalli does not want to have sex with anyone or has had for that matter.
3) Religious... well, he does have his Kuutar and others... and he really doesn't mind what others think of such things. And frankly, the only question making any sense to Lalli.