If you haven't been in the armed forces, then such humor goes over your head. It is all natural inter service ribbing. Every year, when I remember I send my Dad an email "Go Army, beat Navy". Then he would reply with something like " go Nay,beat Army". Being an old soldier, I married my wife who is an mother of 2 Marines. Her oldest has been out for several years but her husband is an Marine Reservist who is heading to Iraq soon. And her son will be getting back from Iraq next month.
I had a Ranger friend back at Ft Lewis who would call me a leg a couple of times. And in my flight suit. But I would just look down at my wings and look at his wings and just say that I go on round way trips and he would go on one way trips.