I also was annoyed at the Joe character. He was so overly abusive towards his fiancé verbally that I found him less likeable than the mafia guy.
That I think was intentional as well. After all, the last thing Bergos (a dangerous mobster) would want to do is be boorish and attract unwanted attention to himself.
All in all, you can see with this episode that this being the last season, the show wanted to have some fun. And I much prefer Rita over either Cassie Yates character. She's definitely overeager but never ungrateful or rude. And of course the bug mask sequence is downright hilarious, even if Magnum's reasoning behind it is a bit odd.