LORELAI: Ooh, hey, make a gorilla sound.
MAX: Why?
LORELAI: I want to play Wild Kingdom.
Lorelai is referring to the television program, previously discussed. It’s interesting that Lorelai links sex with Wild Kingdom, because last time this work was referenced, it was in connection with Luke (hypothetically) having sex with her. Becoming sexually aroused seems to have subconsciously reminded her of Luke.
The Annotated Gilmore Girls 