Very famous people, especially those of high social standing, are often indulged in their idiosyncrasies. The Late Duke of Edinburgh was one. Had anyone else said some of the things he said, it would have provoked outrage - and often justified outrage. Instead it was him - so everyone laughed to order. A bit like the late queen when she remembered at the eleventh hour that Paul Burrell had told her he had some of Diana's jewellery for safekeeping - thereby preventing him from facing trial. No one said 'Dotty old dame, why didn't she think of it earlier? We all just said, 'Oh well, that's alright then'.
I would have worried more about this incident had it taken place off camera and without an audience. As it is, I think he was just being silly.