I'll take a stab at it but I don't remember that movie well so I had to re-watch the clip.

I'll start by reiterating that the above stuff is generalizations. Some authors ignore them and some intentionally break them. I thin Kingsmen falls into the latter category.

The movie is full of class shibboleths and makes a point of dissociating etiquette from kindness or morality.

To start with, it's rude of Valentine to offer McCdonalds. There's an expectation of generosity towards guests and McDonalds certainly doesn't meet that expectation in that sort of setting.

Sir Galahad's response is that of a perfect guest. He doesn't argue with his host or call him out. Instead he accepts what is offered and humbly supports Valentines implication that it's the height of epicurean delight.

The larger context is to set up a contrast between Valentine and Eggsy. While booth violate high-class etiquette rules, Valentine does it out of aggression and selfishness and Eggsy does it to save the world.