What was the point of the phrase "you mess with the bull, te get the horns", it seems misplaced.

In this scene we see Private thanking them for the money and when Rico kisses him we would expect Skipper to be outraged o he would say to Rico to stop it...he doesn't, he detto this sardonically(which is not in the nature of Skipper, at least not at this level).
This sentence sounds very mischievous but above all decontextualized from the scene.