I think he's also roasting the guy for challenging HIM with a Fun Deck.
He's known as the King of Games.
He's beaten the top players in the game. He beat the previous World Champion (Kaiba). He's even defeated the In-Universe Creator of the game.
He's not someone that you challenge with a Fun Deck. Not without saying the duel was for fun from the start.
People show up to win the titles from him. They come at him with Serious Competetive Decks so they can get the clout that beating him would give them. He gets challenged by people he doesn't know who want to dethrone him.
The deck he pulls out when that happens is built to Win.
It's to keep his title (and to stop the crazies from winning their Crazy Magic Plans), so it's built to work with his strategies for winning. It's not a deck he pulls out when he's just playing against his friends or his grandfather.
If he gets challenged, he has to play to Win.
But calling them Fun Decks may just be how he thinks of them, too.
They're decks you pull out when you just want to have fun. When there aren't any stakes and you just want to play.
He may even have a few himself that he uses when he just wants to have a fun, no-stakes duel with his friends.
At least, that's my opinion.
