Personally, I'm with him - I thought it was hilarious.
When it comes to picking out your gamer tag (sometimes also referred to as a 'handle'), there are many different schools of thought. In many ways, it's similar to picking a Twitter name. Some people, such as yours truly, just opt to keep the randomly-generated gamer tag provided by the platform as a default option when you first sign up. Others choose something personal to them, maybe incorporating their name or a birthdate into it.
Then there are the wise guys who try to get clever or go for a joke. It might be clever, it might be gross, and if you're good, both. That's what this guy managed to achieve with his chosen screen name of "Conqueeftador." It's pretty much perfect - funny, slightly gross, and even carries the connotation of dominating/conquering other players. His wife is, understandably, not entirely amused by this, but him continuing to crack up in the background is honestly what makes it.