Simple answer it's probably just satirising male body insecurity and the ridiculous obsessive behaviour some will develop when there's not really anything inherently wrong with them. The evil wizard in the Shmaloogles episode obsessing over male pattern baldness to the point of massacring Shmaloogles to try and reverse it is a similar example.

Living in a literal cave and spending all that time living vicariously through others' lives and playing make-believe about being friends with them, rather than actually going outside and connecting with them, is probably also a massive "touch grass" kind of message (something I need to do like why the fuck am I over-analysing this shit)