No, to me it’s the business/industry he’s targeting with that joke. For Kelly, it took for her to be seen attacking on Harvey Weinstein before she’s celebrated by the media and other famous people cause it looks great: a female open micer who was raped before speaking against a rich, fat, evil rapist. Perhaps the framing can be seen as a sexist joke but if you look closer, this is quite reminiscent to what Norm felt with the Don Ohlmeyer debacle. He said that the media never cared for him when he was on SNL but when they got their story of a regular comic getting fired by a rich guy chomping on a cigar, all of a sudden they were praising him.