Is it Me? Or Them?

I just had a conference call that makes me rethink myself.

My supervisor let it be known that I had caught something that we felt really needed to change on a draft of an all-staff message. I thought it was indelicate myself and we tried to tell them that we would alert them to the offending remark via email. But they wouldn't let it go. So I had to say it out loud:

An [XYZ] Member is Coming

As I said it I turned bright crimson.

The people on the other end of the phone laughed, "Yes, it is awkward, like 'The British are coming! The British are coming!'"

My colleagues and I looked at each other in disbelief. Were they naive? Were we pervs? Or were they just giving me an out for being obviously keyed in to the double entendre?

What do you think?