Knowing the fun trivia about how a movie came to be is like being a special expert on the movie. The fact that poverty is how the horses ended up coconuts is a funny thing to know. It's also a happy accident that worked out to make the movie better in the end.
This makes it even funnier. I think that the fact they came up with something as ridiculous as coconuts for horses is hysterically funny and is a tribute to their creativity. If they had filmed the movie with actual horses, it would not have been nearly as good. Sometimes the best things are unexpected.
If someone is truly a fan, then the realities of how the film came about will only increase the enjoyment. It somehow makes it seem like there are no perfections which makes it more relate-able. This fact also adds another dimension to the film that fans get to enjoy. It creates an insiders joke that makes the film more unique, even if it makes is less authentic.
As a Monty Python fan I've patiently waited for this movie to come to Blu-ray(2012) but didn't have very high expectations that it would look and sound all that good. Well I was wrong. It looks and sounds Great! And I'm not going to tell you it's an excellent movie, you already know that--great British humor(actually universal humor), ridiculously funny, great actors.