Just a fun, stupid and memorable flavor text.
But there is more:
- They made an Unhinged card out of it (Ach! Hans, Run!)
- It is referenced in an other card with a similar ability (Revenant). "Not again." -Hans
- Saffi Eriksdotter is a creature from the "time spiral" block. Many cards of this block are "parallel universe" version of older cards. And indeed, here, Saffi Eriksdotter manages to run away.