Sorry the joke didn't click.
What she *thought* he said and thus meant, was that he "relished s*o*ciety" -- i.e., that he enjoyed the company of others.
What he, being, as his title and name suggest, a vampire, said and meant, was indeed that he "relished *sasiety*", -- i.e., that he enjoyed consuming large enough amounts of blood (and, implicitly, that he intended to do so at her, as it were, expense -- and probably did).