Is the joke simply that the pattern is not followed? Or do they find a special significance in the name “Wendy”?
P.S. for nostalgiasts here is a performance of the song half-referenced in the post title. And note that some of the lyrics do work for an avian such as Wendy, e.g. “And Windy has wings to fly / Above the clouds” . Hmm, maybe not quite above the clouds…
Comics I Don't Understand 
Besides breaking the pattern of rhyming nicknames, “Wendy” reveals that the last “gull” is actually a girl (who is not pleased at all about the reference to her weight).
Resentment of assuming maleness.
Better than if her name was “Denise” or “Katie” or “Cubby”…..
It worked: The treble clef emoji shows in the post title, but not in the associated URLs.
Men often give each other ‘insulting’ nicknames and it’s just accepted; it’s part of how some guys bond. So the worm’s guess wasn’t a bad one, based on the assumption that it was a group of all guys (it seemed like a pattern, and how would the worm tell a bird’s gender?). But you NEVER give that sort of nickname to a woman.
Looks like Wendy’s got stormy eyes in the third panel.
I thought it was just the old joke where the name of the last one breaks the pattern. Like “My wife just gave birth to quadruplets. We named them Eenie, Meenie, Miney and Herman. Why Herman? Because we don’t want no Moe.”