Could you tell me what he meant?

------The script  goes like in the season6 episode 1 of "Friends" sitcom:
Rachel: Ohhh!
Ross: Why are we in bed together?
Rachel: I don’t know.
Ross: Did we? 
Rachel: I don't know. Do-do you have any clothes on?
Ross: Yeah.
Rachel: Really?!
Ross: No! But we-we didn’t have…sex-uh, did we?
 I mean, I don’t remember much about last night, it was such a blur.
Rachel: Oh! I remember laughing! I laughed a lot.
#1. Ross: Then we didn’t have sex.
Rachel: Well, so, what did we do last night?
#2 Ross: I don't know, but I think it was a lot of fun.
    Rachel: Luckily, *not too much fun, right?
    Ross: I don't think so.
Rachel: Oh, thank God.
Rachel: Ohh, I mean, we were really drunk.
I’m just glad we didn’t do anything stupid.
Ross: Tell me about it. --------------------------#

Quesion1.
In the scene #1.
After Rachel said, Ross said "then we didn't have sex.
 I don't know why he said like that. Could you tell me what he meant?

Question2.
In the scene#2.
After Ross said, " I don't know but I think it was a lot of fun.
Rachel said like that ," Luckily, not too much fun, right?:
I don't know what Rachel meant, moreover Ross said , " I don't think so."
Do his talk mean " I don't think (it wasn't too much fun)? or
                           "I don't think (It was too much fun) ?
I think his talk mean the former. so At Last  Rachel said, "Thank God"

Do "too much fun" sometimes mean ' have a sexual relationship' in a paticular situation?