is this sexist?

ca
My fiancé and I got in an argument the other day. We are both trying to find ways to be closer together so since he is a gamer I thought I would play online with him multiplayer. He told me he wants me to play more with him. He said, "it's okay to play video games for several hours instead of being out all the time. I don't mean to be sexist in any way but you are a girl" I asked him what he meant by that? And he said that gender roles are a big important thing in his culture and a woman cleaning and being home more than the man is pretty normal. He's Mexican by the way. Should I be more understanding to his culture or is this sexist? It just kind of made me really pissed off that he said that, I don't know why