No. She just seemed a bit surprised.
5 seconds sound clip from the Mister Ed TV Series.
You can hear this line at 00:16:53 in the DVD version of the movie.
Quote context
[...]
- Didn't you bring your costume?
- Well, you... you can get changed in here. I'll be outside.
- I'm painting you by moonlight.
- Oh, did, um... did my wife say anything to you?
- No. She just seemed a bit surprised.
- Good.
- It is therefore resolved that the Women's Committee for Civic Improvement...
- Uh, pardon me, girls. Do you mind if I steal these olives?
[...]