This uses multiple techniques: a container clue (one word goes inside another) combined with an anagram. Look for words that can be rearranged and nestled inside each other.
Find the politician (abbreviation) and place it inside the alien. Then put this combination inside an anagram of 'sex' - 'romp' is your anagram indicator telling you to rearrange those letters.
Answer: EXEMPTS | MP (politician/member of parliament) goes inside ET (alien/extra-terrestrial), giving EMPT. This whole thing goes inside an anagram of 'sex' (indicated by 'romp'), which gives EXS, resulting in EX(E(MP)T)S = EXEMPTS.