Speaking with Marco outside the apartments after talking to Jimmy will allow you to inquire about Jimmy's past, where it is revealed that he used to be a slave for Caesar's Legion. When the player returns to Jimmy to talk to him about his past, he will open up and state that the Legion raided his village and that he was specially chosen by a centurion as a "helper." The centurion had tried to protect Jimmy as the Legion became suspicious of their relationship - with Caesar punishing homosexuality with death - but eventually decided to get rid of him. Jimmy realized what was happening, and after the centurion had taken him into the desert, Jimmy caught him off-guard with a kick to groin and ran for it, eventually ending up in Westside.
If you ask Jimmy about his Legion background he will only tell you his story if you play a female character. Otherwise he just says that it doesn't matter who he was.
When you speak to him for the first time and you have the Confirmed Bachelor perk, he can then tell you something about a discount on his services, but in fact, it does nothing and you won't ever get this discount.
When Jimmy is talking about exactly why the Legion discourages homosexuality, his voice changes halfway through.
"What Marco said is true. The Legion attacked my village when I was 16. My parents were killed as examples. The rest of us, chained and dragged to some kind of camp. A Centurion there chose me as his tent servant. He was handsome, and gentle, most of the time. Said it was our secret, and he'd protect me. Gave me little gifts, stupid things. But Caesar punishes homosexuality with death, and we nearly got caught, and there were suspicions. So when he took me out into the desert... Well, I knew he was going to get rid of me. So I kicked him where it counts and I ran. And then swam. And ran some more. Wound up here."