He may have been kidding, but it seemed to come out harsher than he likely expected it to. I doubt John and Jessica even heard him as they raced by, though.
I also didn't get the panic to come in first this leg. Sure, there's an awesome prize, but to run over the train tracks was stupid on the Afghanimals part. Sure, it's unlikely you would be hit by a train, but you could easily sprain an ankle and then what good would coming in first this leg do, if you're hurt for the rest of the race?