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Two things that will probably need explaining.
One: England is quoting the British syfy comedy "The World's End".
Two: Lego is a Danish invention, and the original Legoland is in Denmark.
So, to a Danish ear it sounds like they're saying the horrible aliens are from Denmark.
The movie was pulled from Danish theaters for unknown reasons, but it makes you wonder if the Danes were a tiny bit offended... ;)