In the Trash Humpers episode, Oancitizen declares that "our words are backed with nuclear weapons!" Of course, this is a quote from Civilization, but keep in mind what happened at the end of the Ken Park review.
Note Kyle averts having a Gag Censor during the "moonlight bathing" scene of Melancholia. Obviously the scene would be impossible to take seriously if it had still been covered that way, as he was taking it seriously.
He notes in Anonymous that everything directed by Roland Emmerich has one unifying theme: Roland doesn't like facts, but he loves theories and every one of his movies is basically an actionized "what if this crazy theory was true" what-if scenario. (He then regretfully notes that The Day After Tomorrow is the only one based on a theory that was actually correct and says "YOU ARE NOT HELPING!")
At the end of the Melancholia review Ven sounds surprised that Kyle was watching that movie and asks him why; he explains it was for the show. But shouldn't he (Ven) already know that? He was seen earlier in the episode drawing the review's bumper art.