It is an amusing and donnish reply, not untypical of how they do speak in Oxbridge. As such, I don't think it should be condemned. Sherlock is, presumably, of that milieu? Anyway, a glimpse of their history explains it; male students there, were for many years required not to marry, and it was something of a priestly order. Yes: it means it is not his area of expertise.///"They said that marriage is not their area" would not mean that they want to stay single, or that they want to marry. It says neither 'yes' nor 'no' to that, and just asserts the above.

I agree with Esteban. Well put!

Usually you say "not my area" when you are talking about science or a field of expertise, definitely not about personal relations. I think what Watson tried to say was, "I'm a terrible lover, I have no knowledge or experience in the art of romance." The fact that he would use this expression when talking about women goes to show how little he really knows about infatuation: that he would treat it as a field of academic research instead of a normal, colloquial response. His response was humorous and intellectual, but definitely not natural-sounding. : )

That sounds about right although I've never heard it used before. I usually hear "not my thing."