I can't believe that people are doing an in depth analysis of that Marilyn scene. It was fun. That's it. There is no further depth to the freakin' Munsters.
The scene only comes up as part of the evil Marilyn/most monstrous of the Munsters thesis. The idea's not quite hallucinatory, there are a couple of hints. Which are contradicted by scenes like this (unless you force an interpretation.) I'm not sure what evil Marilyn is supposed to want. We know what Granpa wants, and Herman, and even Eddie. How being the most evil one of all makes her most concerned about enforcing Lily's wish to protect Eddy is baffling. As you say, nothing from the character, which was never defined, just a funny one-liner.
Correct response? More than one, I should think. Sincerely concerned Marilyn: F-bomb, sound partly covered by stair creaking back down. Evil Marilyn: (Giggle) Bimbo Marilyn: Oops! (Yes, that is the line, but bimbo Marilyn is a ghastly mistake. And suddenly talking like Jennifer Tilly makes it ten times worse.) Permanently faking "nice" Marilyn: "Bon appetit!"