I remember that episode well.  I never thought of it as coy.  Inaccurate and slanderous maybe but not coy.  That made me concerned that maybe I didn't know the meaning of coy.  Here's the first google hit:
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"(especially with reference to a woman) making a pretense of shyness or modesty that is intended to be alluring."
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That conforms to my understanding of the common use.  But it also has this:
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"reluctant to give details, especially about something regarded as sensitive"
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But that doesn't fit because Rob left no doubt what he was talking about.
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I can provide a link for you so you can use it properly next time