Situation:
I am playing as Japan and I am in a personal union with Ming, therefore the Ming leader and my leader are the same person.
And he constantly sends insults to himself. "You're a dork" - "Who sent that?! Oh...that was me!"
This is actually WAD for any time the lesser member of a PU has a larger military (I think it was the military...)
Anyway, I think it's supposed to represent your loyal subjects insulting you, rather than you insulting yourself. "We know you're our glorious, all wise and undying Emperor...but you also eat angler fish. What's up with that? I mean, we eat everything here in China, and even we wouldn't touch that with a stick."