It means something you dislike or something that’s not to your liking. I’m not keen on peeling onions as they make my eyes water. I don’t like peeling onions because they make my eyes water.

Not too keen on = not very interested in

It means that someone doesn’t enjoy (doing) something or isn’t fond of (doing) something.

The expression, "not too keen on" (which is mainly British English) means that the speaker doesn't particularly like / enjoy something (in this case flying).