The joke is based on the weird comment Romney made back in 2012 when he said that he had been a severely conservative governor.
FLASHBACK: Romney- I was a Severely Conservative Governor
https://www.youtube.com/watch?v=DI8PlTtM7DU
Limbaugh: I have never heard anybody say ‘I’m severely conservative’
By MAGGIE HABERMAN 02/10/2012 04:34 PM EST
Rush Limbaugh made clear today in a “Daily Rushbo” recording what he thought of Mitt Romney’s line about being a “severely conservative” governor in Massachusetts:
“I have never heard anybody say, ‘I’m severely conservative. No, I’ve never heard anybody SAY it.”
Limbaugh added that he was not “challenging his claim” to being a conservative, but made clear he found the need to qualify the depth of one’s conservatism odd.