I think that the scene says something rather positive about Mr Collins, although it is meant to be comical. His embarrassment was understandable, as I doubt he had spent much time in a household with young women. And apparently had had no attachements to a female, so the fact that he covered his eyes instead of standing there ogling Lydia was in his favor, IMO. Her reaction was pure Lydia -- semi-hysterical giggling! It seems to me that in an earlier scene in the production (but not in the book) Lydia and Kitty are sitting at the Bennet family dining table discussing surprising one of the young officers. I believe they said they had gone to his quarters before he had gotten dressed, or did I misunderstand what they were saying? If that is what they did, it would be pretty racy for girls of their station.