So the context is that after a series of mistakes on the pitch, pressure mounts to bench Roy, one of the key players in the football team but currently showing poor performance. The head coach, Ted Lasso, truly believes in Roy that he can do better next time and is determined not to bench him, so the other coaches/staff of the team decide to face Ted and tell him up front that Roy will have to be on the bench.
Ted: Hi, guys. What's up?
Other coaches: Please have a seat.
Ted: Okay. (Looking at the serious-looking coaches standing in front of him) I feel like y'all are about to do some improv comedy or tell me that you're dating each other. Either one's cool with me. 'Cause your suggestion is ally.
Other coaches: (Sharing glances with each other, and then) We have to take Roy out of the starting lineup.
I can only interpret that sentence literally and don't understand the supposedly funny joke/implied meaning of it. Is that a cultural reference to something or what? Thanks in advance.