The cartoonist plays on the double meaning of the word 'affairs'. Boris Johnson's official title is 'Secretary of State for Foreign Affairs' (usually abbreviated to 'foreign secretary') but he is also know for his 'affairs' with women (which is why he has lipstick kisses on his face). So when Theresa May says 'Not those sort, Boris!', she means 'not those sort of affairs'.
One might expect 'those sorts (of affairs)', but as explained here, 'sort' can be used as an 'unchanged plural'.