Calling someone a 'prude' can sound critical, as it implies they're too conservative about sex. Don't call her a prude just because she doesn't find that joke funny.
Pro Tip 2/3
Cultural Sensitivity
What's considered 'prude' can vary by culture; some societies are more open about sexual topics than others. He's not really a prude; in his culture, discussing sex publicly is taboo.
Pro Tip 3/3
Often Personal
Being prude is subjective and personal, not always following strict societal norms. You may think she's a prude, but she simply prefers to keep her personal life private.