Showcasing the main three's size differences.

Malcoon the tanuki is from another continent entirely. She belongs to  duskftw.

Rob-bun the natural born bunki false God belongs to an continent with extra large lapines and such due to centuries of no predation. He belongs to  eclipse8.

And Egg, is actually closest to Malcoon's original continent, and where Malcoon ends up after awhile.

Rob-bun isn't really dating either of them although he's a demi-God with limited powers so he fools around with everyone(even in canon he fools around with everyone, let's be real, fanon is a trip). Even if it's mostly tickle torture and bondage, it's still fooling around once you break it down.

So Egg is telling Malcoon to run before they get dragged into some tickle scheme. Better than a pyramid scheme, but still scary.