A set $S$ is called affine if $ \theta x + (1-\theta)y \in S$, for all $x,y, \in S$, $\theta \in \mathbb{R}$
How do you see that $S$ contains all the straight lines passing through $x,y$?
It is easier to visualize for convex sets, because you can actually plug in the value of $\theta \in [0,1]$ to see that whatever the number you get must be contained in the line segment.
But here it is much more difficult to think about.
This is nothing more than the vector equation of a line: $$ s=\theta(x-y)+y $$
If $S$ contains all $s$ elements, then $S$ contain the straight line(s) passing through $x$ and $y$.