Ah, once again the two-dimensional nature of the comic is brought up. And once again, while technically true, I think they're really more referring to the one-dimensional nature of either going right or left out of the panel, not up or down. I'm pretty sure Bob's not planning on exiting the panel by tunneling through the floor or flying through the ceiling. But, hey, it's a clever line... clever enough to ensure that Bob will come back to kill them later, which is probably not what they had in mind.
Does George seem like the kind of person whose mouth gets him in trouble a lot?
By the way, one problem I've always had with the 16-bit Proto Man sprite is the shading under his sunglasses. Those few pixels are close enough to his mouth that it always makes him look like he's smirking. And while I imagine Proto Man is smirking quite a bit of the time, sometimes it's not appropriate, such as when Bob is telling our two heroes that he's going to come back and kill them later. I mean, sure, that line could be delivered with a smirk, but that makes it come off more as a half-joke, when it was really more supposed to be a dire threat. But dire threats don't work when you can't get your character to stop smirking.