"I'm not afraid" might seem an odd thing to say in context, but it's a reference to a scene from Monty Python And The Holy Grail. I was not planning to reference the movie when I first wrote the comic, but I was so vividly reminded of the scene when I started putting text in the comic itself that I decided to just run with it.
Granted, Larry's no Diane, and it's fair to say he knew what he was referencing, so he was really just asking to get a question he couldn't answer.