It comes from "what's sauce for the goose is sauce for the gander," meaning that the goose and gander despite differences have shared interests. But in this case the shared interest is that of the sauce provider.
Tony: I saw James out last night with Rebecca, but it kind of looked like they were on a date or something. Weird.
Sara: Why weird?
Tony: Isn't James gay? I know he used to date Terrence.
Sara: Oh, no---not gay; he's got sauce for the goose and sauce for the gander. Always been that way.
Fogey/fogy /fougi/ sl. (early 18C+, orig. Scot) old-fashioned, stuck-in-the mud.
Person with old fashioned ideas which he is unwilling to change: Come to the disco and stop being such an old fogey!
You think me an old fogeyand an old tory, his thoughtful voice said. I saw three generations since O’Connel’s time. I remember the famine. Do you know that the orange lodges agitated for repeal of the union twenty years before O’Connel did or before the prelates of your communion denounced him as a demagogue? You fenians forget some things. (James Joyce, Ulysses. PenguinBooks,1992. p. 38)