He was obviously joking as they can't let him go. They'll frickin be mid-table without him.
They were gonna be a lost team with no identity, wondering around watching Inter's back if they didn't bring Zlatan to install again that winning attitude and arrogance, but now that it's there, they can replace him with a couple of great players and aim even higher in CL. Inter did it, for example.
As you can read from the Milan player's interviews, they all compliment him for his attitude and winning mentality. Someone from Milan said yesterday that Zlatan goes mad if he loses even a training match. Imagine how influential such a figure is . He's pushing the others forward too.
The new and positive, winning atmosphere was too obvious. A quality player like Thiago Silva finally showed his real worth. Abbiati was unbeatable. Finished players like Seedorf and Gattuso again started playing well, winning important matches for Milan.
That's the kind of influence a great coach usually brings. But in Milan they are all aware that it wasn't Allegri who brought this to Milan and it was Zlatan, and they are all saying it publicly.