What could it mean for me to have sperm in my urine?

Retrograde ejaculate. When a man ejaculates, his bladder neck tightens to propel sperm forward. If this muscle is weak, sperm leaks into the bladder. Neurological conditions such as diabetes, previous pelvic surgery and some medications can cause this. A men's fertility expert can help diagnose and treat this condition.
Not serious. In my experience through the years, observing sperm during routine microscopic examination of urine sediment was not unusual. This can occur if sperm travels retrograde into the urinary bladder during ejaculation and then is subsequently passed with urination.