They're at some hidden nation of women - amazon-style, somewhat, but not actually amazons, just some random totally other thing for the sake of making a lot of vaguely-tone-deaf, occasionally funny sex and gender jokes. J'onn has been undercover there, masquerading as female, and the queen has fallen in love with him and wants to force him to marry her. They're trying to figure out a way to get him out of it, IIRC, which is more complicated than a smash-n-grab because there's some kind of sociopolitical instability thing associated with the queen being unattached.