[fancyfredbot]

No I think you are missing that what's funny about this exchange

It starts off with G thinking R has said something, but G is wrong - R didn't say anything. It ends up with G telling R he hadn't said anything, but again G is wrong, G started the whole thing off when he says Hm?

This is funny because R ends up thinking he'd imagined G saying something when infact the opposite happened.

It fits the characters well with G frequently being clever with no common sense and R having common sense but not being terribly smart.