Basically, when Gaga was planning the BTWB in early 2012, she asked them to open for her during the South African leg of the tour. They declined, and then in October, they released this:
Like a day later, Gaga tweeted this:
According to Wikipedia, they basically just responded by saying that even tho Gaga is a bigger artist, they're still cooler than her "plus we don't have prawns in our private parts... haha!".