I think Danny was just teasing her because she was being so secretive. She looked very nervous, like she really didn't want her colleagues to know she was dressed up. Add to that Kono's comment about her looking "inappropriate" and I think most guys would think of a sexy costume.

But maybe I got it all wrong and it's the word "slutty" that people find offensive? Like, maybe it would've been more acceptable if he's said "Sexy Wonder Woman"?