Conan's clueless gamer segments are always worth checking out. This might be the best one he's done yet, but they're always funny. For those who've never seen them it's worth going through the archive.
This segment is heavily edited (not that theres anything wrong with that) and I think that is what happened, at least thats why they reacted the way they did, but because the X-ray preformed on a male is more...graphic, it probably got cut.
That's just my guess, watch it again and picture them seeing a pair of testicles burst into drops of blood. The reaction makes alot more sense.