It is sexist. The problem is that most people have an amount of sexism that they tolerate, ignore or even enjoy. There's the common belief of "sexism = bad" which often turns into "not bad = not sexism".
Which leads to people identifying things as "not sexism" when in fact it's just super tame or harmless sexism.
Obviously the line is different for different people, and obviously intent matters. But it doesn't make it not sexist.
In this case the joke isn't really causing much harm, the intent is to be funny and advocate for women's rights. So I say it gets a pass on the sexism front. But others find it misleading and divisive.
Swapping the genders of the presenters doesn't matter, men can be misandrist and women can be misogynist