If you haven't watched this series, then this dj will be totally nonsensical to you. Jake was a nasty psycho-terrorist type who managed to take an entire city hostage and defeat 3 heroes. Aterwards, he strung up Sky High and Rock Bison as a cruel parody of being crucified, and he nearly killed Wild Tiger (Kotetsu).
This dj suggesting Jake might have raped them after their defeat is actually not that far-fetched, though the way the mangaka presents this idea is pretty over-the-top. The heroes act totally OOC... until you discover it's a fantasy dreamed up by the hero known as Fire Emblem (who is actually openly gay in the series), then all of sudden it all makes perfect sense and it's kind of funny.