Gemini often calls Theo "hun" as a form of verbal affection. It is intended to be a shortened version of the word "honey." However, this is intentionally misinterpreted by the author of the joke -- Wacky -- as Gemini calling Theo a person of Hunnic or Turkic descent. The song Kurultaj Dal is written and played in a traditional vain and celebrates the Kurultaj, a tribal gathering of the modern Hunnic and Turkic tribes and peoples according to the Magyar-Turan Foundation.
The joke comes into play when the song is linked to the first event regarding affection, as the two are not related and "hun" nowadays is simply an affectionate address rather than the term for Huns, which we now refer to as Hungarians.