"WHAT HAVE THE ROMANS EVER GIVEN US IN RETURN?"
Normally a rhetorical question is used by the speaker to manipulate or persuade the audience because the answer is either implied or obvious.
Here the Pythons poke fun at that concept in a beautiful satirical way because the audience
a. actually answers Reg’s (a.k.a. John Cleese’s) questions
b. they answer them in a way that does not please the speaker at all – in fact, Reg is absolutely frustrated ("pissed")
This is visualized in a FRUSTRATION GRAPH.
Satire at its best!