Eh, it's more of a Brick Joke, that occasionally Thor (or his servants) mishear Durkon and try to send something very inappropriate.
Goes all the way back to comic #7 (Giant In the Playground Games)
Not really a counterargument to anything Squire James said.
And I happen to agree with him, this is the first OotS in quite some time that hasn't worked for me on some level. The last panel sacrifices all pretense of story plausibility for a joke that, at least IMO, isn't even all that good.
(Maybe because I put myself in the player's position, even though I know that officially there isn't one, and think how violently I would object to a DM doing this.)