inter service banter. It's an Army/Navy thing. Marines are included because you were pretty much just a glorified sailor (see...good natured banter). Did you go to Airborne school whilst in the Marines? I assume not as most Marines are "legs". A "leg" is defined as..."all non-airborne personnel". It's a fun term just to get a rise out of sensitive gals like you.
Link: The apology you apparently missed