I fail to understand the joke and now I feel stupid...
If I correctly understand the translation notes:
The first thing Rumia says is "Sou nano ka", where "sou" is written with the kanji for "priest" (a play on her normal "so nano ka", usually translated "Is that so?").
After she splits, her question is "Nisou nano ka", where "nisou" is written with the kanji for "priestess". The joke is that "ni" is also the pronunciation of the Japanese word for "two", which is why she had to split into two to say it.
Dim-witted YoukaiY... Yes I am...Are you a priest?
Sou nano ka?Are you a priestess?
Nisou nano ka?Yes, I am♪My, how cute♡