Queefs have absolutely nothing to do with the rectum, it usually has to do with the angle and the guy pulling out too far so that air is allowed to enter the vagina during thrusting. You either have to exert some kind of pressure to keep the air out (hard to do) or just ask him not to pull out so far.
Anyway, it's pretty common and it doesn't mean anything is wrong at all. It's just awkward. All I can suggest is to try to laugh with him and tell him it's ALL his fault!