When they said, "Take us to your leader." I don't think they meant your mother's house.
This is a joke about in-laws. Pop culture depictions of aliens often have them requesting that the first humans they make contact with take them to the leaders of humanity. The woman is driving them to her mother's house, and the man, who feels stifled by his mother-in-law, is reminding his wife that her mom isn't their all-powerful leader. It's funny that this benign concern is on his mind in light of the fact that a giant spaceship is tailing them.