Ugh, certainly sensitivity training and if it happens again, fired. Yes, I'm sure she knew her luggage would be gone through, but to me that doesn't really matter, if you accept that sex is a biological drive; I'm not crazy about the idea of someone pawing through my tampons either, but I'm not going to leave them behind--a sex toy is only slightly less of a necessity, at least to people who find it difficult to orgasm without one.
TSA inspectors are in a position of tremendous responsibility and power, because they're looking through people's personal belongings--and that's not even restricted to explicitly sexual belongings. If I pack a book that the TSA agent doesn't like, it would be incredibly unprofessional and rude for him/her to leave a note mocking my personal tastes. Their job is to check luggage to make sure it's safe, not pass judgment on someone's character--the latter, to me at least, is a clear abuse of power.
Besides, to me the joke doesn't seem particularly innocent or funny. Now, to be fair, I'm pretty sensitive to perceived sexual harrassment/sexism. But still, I really don't think that the sentiment behind the note was "good for you, you sexually liberated woman!" To me, it sounds a lot like an adolescent boy fantasizing about/making fun of some sexually voracious, pornstar-esque girl. I could be way off base, but the thing is, without any context, you could absolutely take his comment that way--so why run the risk?