Actually Woody Allen said it in a film (probably pre-Mia) as a joke.

His relationship with his (now) wife would appear from the documentary that she is quite assertive and is providing something he certainly needs which has very little to do with sex, or if it does t'aint none of our business. I don't doubt that she is gaining a lot of what she wants from the relationship. On the basis of what I saw, it was anything but unseemly.