Well, it looks like he’s about to say:* “If you want to talk to me after the show, I’ll be backstage.” *As in inviting the fans to come and talk to him after the show, but instead he finishes with *“surprised” *as in wondering why anybody would want to talk to him at all, specially after listening to some of his most outrageous jokes.
Also, there’s two sets of ellipses. So first it looks like he’s going to say “I’ll be backstage,” but then it looks like he’s saying “I’ll be having sex,” and then it’s what you said.
You must not have heard the whole bit. I have the album of that show, and right after that line he jokes about needing to make sure the liner notes of the CD say “at the end of this joke, the comedian points towards the back.” Then the next bit is about how he’s going to do a bunch of material which requires being able to see him in order to be funny, so the CD will piss people off.
I did hear that part (just couldn’t remember it in my original post). That added to my confusion - what did pointing to the back add to the joke?
If the earlier explanation is right - that the joke was that why would anyone want to talk to him - I feel comfortable in my not understanding. I can’t imagine anyone not wanting to talk to him after the show.