They probably meant "whois privacy"[1] (without the space). Whois is basically a way to get information about a domain name (and many other stuff). Whois privacy just ensures that your address, name and other stuff is not public.

[1]https://en.wikipedia.org/wiki/Domain_privacy

They were probably joking when they asked that question.

Your reply doesn't seem sarcastic, so I take it you genuinely r/whoosh'ed (that's a reference to a subreddit about situations where someone is acting clueless).