Part of the reason Anderson hated him was that, ever since he met him, he can't stop fantasizing about sexually humiliating Sherlock. Peeing on him, coming on him, making him suck Anderson's cock, making him beg, making him crawl, making him cry, verbally humiliating him.

Anderson's really embarrassed that he has these fantasies and maybe worries that they're indicative of some deeply suppressed issues. Worst of all, he's sure that Sherlock knows about them.