You see, the thing about shock… is not that it upsets some people, I think; I think that it gives others a momentary joy of liberation, as we realised in that instant that the social rules that constrict our lives so terribly are not actually very important.

And earlier, this is what he says about „Gray“ in that respect:

He loved to shock. In fact, Gray, more than anyone I knew, embodied and symbolised all that was most offensive and juvenile in Monty Python. And his delight in shocking people led him on to greater and greater feats. I like to think of him as the pioneering beacon that beat the path along which fainter spirits could follow.

Nothing to add, really. Oh, maybe this.