Boston Mayor Thomas M. Menino says he was just kidding when he suggested that a Wynn Resorts casino proposal in neighboring Everett would have to go through him. Oh, that was no threat, he said, and punctuating his words with an evil laugh was just part of the fun. “I was being a little wise,” the mayor said. What he was really trying to say is that he wishes somebody from the Wynn project would pick up the phone.