There was a joke Kathy did that may not have jelled very well with Anderson. She implied jokingly that she got paid more than him to do this gig. He said he was getting his normal salary for the gig and nothing more. If you watch the whole thing, later on in the clip Katy asks him if this moment...
Mr Barney, I don't care if you're straight, bi, gay or whatever other label. Nor would I ask any difficult questions (sorry Byork).