"Nexus" means "connection". A "causal nexus" in this context is a connection that causes harassment at work.
There isn't any bright line dividing behavior on personal term that does or does not meet this test. The law does't work that way. Instead, there is a fairly vague test (in legal theory this is called a "standard" as opposed to a "rule") and there are examples of conduct that does or does not meet the test.
A lot of the more obvious examples would be the kind of situations that come up in small town life.
For example, suppose that the worker who is being harassed is the firm courier, and has only about half a dozen main stops that she visits several times a week, all of which are businesses or government agencies run by people who are part of the Pessimists Club together, whose members have beer and rubber chicken at a member's bar together every Tuesday night. In that context, saying lewd and suggestive things about the courier whom a member employs over a poker game with the people who run all of her main stops in connection with her job might have a causal nexus for harassment case purposes with her job, effectively enlisting everyone she has to do business with in her job in a campaign of harassment against her.
In contrast, suppose that someone who is engaging in iffy conduct that doesn't quite cross the line of harassment at work towards this courier goes to that Pessimists Club meeting and targets his crass comments not at the courier but his ex-girlfriend towards whom he has engaged in lots of harassing conduct. His comments about his ex-girlfriend would not have a causal nexus to the courier's workplace and probably wouldn't be something that could be considered to determine if he was engaged in workplace harassment. This would be true even though small town gossip made his harassment of his ex-girlfriend common knowledge which make the courier take otherwise ambiguous conduct from him much more seriously knowing his modus operandi and capacity for escalating the situation.
But, ultimately, one has to make a rather holistic evaluation of the entire situation to determine if there is a causal nexus or not between non-workplace behavior and alleged workplace harassment.