Note: The various branches of even more various militaries, not to mention numerous civilian organizations handle the who-reports-to-whom of heirarchical titles differently. On the tall sailing ships that plied Earth's oceans the bosun (which comes from boatswain) often functioned much like an executive officer, and that bosun would immediately take issue with Thurl's comment. Said bosun would also take issue with the acme of 19th-century ocean-going technology being used as a ferry, but that's beside the point. For our purposes, Thurl is envisioning a circumstance in which he reports directly to the top of the local command chain, and would never set foot, virtual or otherwise, on the ferry or ferries whose boatswain or boatswains report to him.
The point is hardly relevant, because Petey's Laz-Five Waiting Room only requires exactly zero ferries.
In short, Thurl's joke likely only makes sense to Thurl. That's fine, because Doctor Bunnigus didn't get a chance to hear it.
NARRATOR: The crew of Maxim 39 is almost finished migrating out of their virtual realm.
PARA: Thanks for the Ragnarok, Chief Thurl.
THURL: It was my pleasure, Ventura.
BUNNI: See you on the other side, Para.
THURL: It's your turn now, Doc.
BUNNI: I thought you were joking about executive officers mustering the dead, but that's exactly what you've done here. It helped us a lot.
THURL: That's why I'm staying.
BUNNI: What?
THURL: I'm staying here.
THURL: Petey can recycle the meat he grew for me.
BUNNI: Thurl, you can't stay. The company needs you.
BUNNI: Our captains need you.
BUNNI: And don't forget that disaster Petey told us about. He has half a million people who need this space.
THURL: Managing that crowd is a job for someone with experience mustering the dead.
BUNNI: Are you applying for a position as ferryman on the river Styx?
THURL: I'm an executive officer.
THURL: If there's a ferryman on a river here, he's a boatswain, and will report to me.