It is a way of calling an "anal sexual relationship", although it can be extended to masturbation and for some authors even to telephone and virtual sex. It would not be a locution, since it is formed by two understandable concepts such as sex (in the sense of practice) and the -this one?- expression against nature; however, it should perhaps be explained that the fact of considering it unnatural comes from a very religious concept, where sexual intercourse has reproductive purposes and male homosexuality is condemned. See pedication, and since it is published, also sin against nature sin against nature.