So in "The Creep" the guys (and Nicki Minaj) all dress like John Waters and stalk a woman... but John Waters, in real life, is gay. Huh? Why the hell are they dressing up in the style of a gay guy to stalk women, short of Unfortunate Implications? Maybe I'm missing something, but that part always bugged me.
They're just dressing up as John Waters because his get-up is creepy.
The joke is that John Waters dresses like a sleazy creep, and they are also dressed up like sleazy creeps, not that they're specifically dressing like John Waters.