Question For The Nanny Staters

Watching Reason's Radley Balko take part in this Denver area forum on the nanny state left me wondering ... How do nanny state supporters (or at least nanny staters of the liberal variety) reconcile government authority over drinking, smoking, and eating with privacy in the sexual realm? Or in other words, why does the government have the authority to ban trans fats but not the authority to mandate safe sex?