Revealing mistake: After Johnny Five falls out the window and whips out his hang-glider, as he turns right-side up and soars past the buildings, you can see that his body is transparent (an artifact of the optical matting process used).
Revealing mistake: When Johnny Five is showing off his remote-control transmitter and begins making the toy robots dance, you can see the cables leading from the robots into the table, and the little plastic mounts underneath each robot toy.
Answer: They could only communicate via musical tones. They were trying to give Sandy clues as to where they were being held (playing 'Downtown' to let her know they were downtown). 'Help Me Rhonda' was a clue that they were in trouble.
Brian Katcher