It is a multi-layered joke.
There is a film called "The Muppets Take Manhattan" that is apparently not that well known. It is one of the "original" Muppet films, and is quite good. It's about Kermit moving to Manhattan to make it big on Broadway.
This then plays into the idea that they've "taken Manhattan" in a military sense, and using an image of someone from Game of Thrones (I'm not a fan and have never watched it but I get the idea) the question is can they hold it if they were challenged.
My title comes from the idea in roulette that you can bet on red, or black, or green. And since Kermit (the nominal leader of the Muppets) is green you should "always bet on green". The suggestion being I would always bet on The Muppets over any forces that could be martialled against them.
Aren't you glad you asked?
