When Maybelle makes this confession, I read it as her admitting — more to herself than to Narcisse — that she is queer. Specifically, I read it as her admitting she is asexual, because her feelings sound extremely familiar to the asexual experience. Especially since Maybelle would have been familiar with queer artists through her love of the the Harlem Renaissance, I think her saying “I don’t know what I am” shows she might not have yet found an experience that she identifies with in their writings.
Narcisse’s response is significant, and disarmingly insightful. For truly it was — and still is — especially dangerous for people of color to stray from any behavior that deviated from the strict expectations of upper class white America. And as dangerous as it was for anyone at the time, queer identities have always been more dangerous for people of color to embody and express. In the context of the show, Maybelle is facing a historic period in which there was significant pressure on black Americans to conform to the expectations of white society in order to be accepted.