It's not a pun. Catty originated at a time when some people thought that when women fought with each other, it resembled a cat fight. A woman who says something mean about another woman is sometimes described as being catty. Cats like milk. Requesting a saucer of milk after a woman says something mean about another woman is a way to say you think she's acting catty. That's the extent of the joke.One question, does the dictionary meaning of "catty" have anything to do with cats indeed, or is it just a pun made by Austin?