Connor Storrie is well aware that his fans lust for him. The Heated Rivalry actor and first-time Saturday Night Live host—who only recently catapulted to fame, after the steamy, hockey-centric gay romance he stars in became a surprise TV hit—opened his monologue by acknowledging as much.

In a rare case of “Saturday Night Live” bringing on a guest host at the exact right moment, Connor Storrie of the hit Canadian hockey romance “ Heated Rivalry ” brought sexy charisma to the show, even...