It's explicitly stated by Pike in the scene between Doctor "We both get the same two kinds of customers" Boyce and Pike in Pike's quarters.
Yup. So it's pretty obvious how the situation here was supposed to be interpreted in context:
1) Pike is the type of hero who is shy with women and often humorously unaware that he's in fact considered extremely attractive by them - both a Hollywood trope and a real-world possibility.
2) Colt's appearing behind the command chair is an unwelcome and jarring reminder of what Pike just lost.
3) The sum total of the two leads into a statement we're supposed to consider hilarious, especially as it then leads Pike into digging an even deeper hole for himself, and everybody on the bridge rolling their eyes.
4) This is also supposed to cater for further hijinks where we can laugh at Pike's psychological discomfort, as he fails to cope with his shyness and clumsiness with women.
However, Trek ended up reusing the character of Pike, now shying away from the above Hollywood trope because shying away is fashionable while showing shy men is not. So we are now supposed to interpret this slightly differently:
1) Pike is normally a cool guy who has no problem whatsoever with women, men, letters of the alphabet, assorted aliens or animals, etc.
2) It is even more pronouncedly just the mental distress from the stressful Rigel adventure that makes him temporarily vulnerable when Colt shocks him with her not-being-Pike's-usual-lad'ness.
3) We aren't allowed to laugh at Pike's distress because, well, we
aren't. We're supposed to condemn the rolling of eyes, too. In fact, we should refrain from levity in general.
4) Further hijinks are definitely off the table, too, as Pike now is a different character who won't be seen so distressed in general - and because (in a departure from Hollywood tropes) he is likely to have learned from his humiliating experience and now devotes major mental resources to never slipping up again. Perhaps the cool guy act is the result of that? (Or perhaps there's a pill for it in the 23rd century?)
Add homoerotic backstory with the yeoman if you really must.
Timo Saloniemi