From the album liner notes:
'I blush with shame every time I hear it: the liberties this lyric takes with matters of historical record are inexcusable. The Picts painted their bodies blue, not the Anglo-Saxons. The Romans, visiting English with a view to expanding the empire, took note of this unusual practice. Centuries later, a singer in California would note that "Yeah, the Picts!" didn't have the same ring to it as "Yeah, the Anglo-Saxons!" One hopes, perhaps vainly, that the "all you'd get/alphabet" rhyme offsets the glaring inaccuracies at play here.'