I've been hearing that line of Michael's all week in the previews and I guess I was expecting something said before it to lead to it but yeah it was definitely a joke about the fact that for ten years of working together she's had blond hair. Some may not like those sort of jokes referencing previous work together but it always amuses me when shows do that.

Oh yeah, she totally told him to get in the buff. lol

I'm just waiting for fic to come out about that. :D