The scary part is that I think he is attempting to use humor as a way to break the social and emotional ice between them. His interest in Ms Fox is not business but personal. Ms Fox knows this and has been fending off his advances for as long as these two characters have been in this strip. Her disgust with herself on laughing at this mildly funny joke is that the wall between her and Duane is starting to crack, and she is starting to actually like the sleazy jerk.
The scary part is that I think he is attempting to use humor as a way to break the social and emotional ice between them. His interest in Ms Fox is not business but personal. Ms Fox knows this and has been fending off his advances for as long as these two characters have been in this strip. Her disgust with herself on laughing at this mildly funny joke is that the wall between her and Duane is starting to crack, and she is starting to actually like the sleazy jerk.