When I consider that the situation is that a man is about to be executed in a rather brutal manner, I find it difficult to feel any empathy with anybody who might have objected to mild sexual innuendo. We've not yet been so thoroughly colonised by the puritanical silliness of our cousins across the pond.
Yeah that's a fairly tame joke honestly. There have been lots of remarks/jokes about sex on the show in previous years, and they're allowed to go a lot further on BBC shows like QI which can air at around the same time as Who. Don't forget that stuff like Blackadder was once considered a treasure of the BBC (actually still is, obviously), and that was full of silly sex stuff.