When a woman in a black catsuit saves you from an armed gunman intent on putting a bullet in your head, you say "Thank you". You do not do this.
College Humour calls this skit "Black Widow is not a Fake Nerd Girl". Technically, she's not a nerd girl at all, just your average deadly secret agent/assassin turned superhero. You can be in the Avengers without being an Avengers fan. She's just doing her job -- a job that allows for a little tranquiliser leeway when it comes to aggressive geeks.