for me its quite shocking that they were having such conversation before marriage.
anyhow its impossible to believe that he doesnot know what sex, rape etc are. it doesnot mean that if you didnot get any education about it in school then you wont know it. if he is serious then god help him. if he is lying just for fun or for some other gain then its very bad.
plus if its bothering your cousin too much she should talk to her mother and should explain it all (this may be hard) but she should if she wants any sincere advice.