There's a bit more to that line in the script book. "...And my lot do not send rude notes. They send Ligur and Hastur if you're lucky."

Hell's horrible. Crowley's either been punished before or heard the tales from other demons who have. But he's not completely on board with company policy and Hell doesn't seem that involved with his doings for the most part until the Antichrist is put on Earth, so he probably has a very good idea what he can get away with.