I'm not entirely sure about the interpretation of 渋い as refined, but the punch line is that basically it's unexpected.
Also, I'm not sure which song the guy is singing or how to interpret the words, so I just romanized it.
His taste in shows is refined...!Matsuri da"Sauna tontou"!?The Chi-Hatans use Hiragana for sauna and tomte instead of the Katakana Mika used, as they tried to interpret them as Japanese words, of which there are none.Yes, it's a sauna youkai.W-What is this youkai-san doing in the sauna de arimasu!?It's not here to play a prank is it...?It'll be alright.It just wanted to change the sauna television's channel to its favorite show.
Beep
Shine
Slide...
Ma~tsuri daSong lyrics.Matsuri daEh heh heh ♥Scratch
ScratchIt's a sauna tomte.tomte - Finnish term for the mythological creature from Nordic folklore today typically associated with the winter solstice and the Christmas season.
Wikipedia:Nisse (folklore)