The scarf is what pushes it from "win" to "FUCK YES YOU ARE THE BEST MEIDO EVER!"
Sayoko's always been sort of a joke character, that side of her just hasn't come out outside of the DVD extra side material crap until now. There's stuff that's in the show for serious story reasons and then there's stuff that the creators put in for the lulz. Ninja Sayoko is clearly there for the lulz. As is the Pizza Hut product placement turned running gag.
It's one of the reasons why I really like the show, personally, that I can tell that the people behind it are having fun with it and not just going "THIS ARE SERIOUS SHOW ALL WORK MUST BE SERIOUS."