Because Big Finish cared a lot about continuity at that point and this story doesn't fit into the running story with Boobs, Hot Cocoa, or Screamer, they called this a "side step", implying that it's not within the regular Big Finish canon, and therefore it's super-canon.
The story starts in an over-the-top parody of an Egyptian-style monarchy. Each new Emperor is an immortal god who everyone must worship, but then he dies, usually murdered by a usurping younger brother or son, proving he wasn't immortal after all, and therefore everyone who worshipped him was a blasphemous traitor, so lots of people get tortured and executed. New Emperor Pepin VII doesn't really like the system, but everyone else is a traditionalist—his mother insists on being tortured and executed, his brother insists on him taking the throne so he can usurp it, etc.
Right in the middle of Pepin's coronation, as he's about to tell everything the whole thing is silly and he's not a god, the TARDIS lands, and Frobisher comes out. He tries to convert the people to parliamentary democracy but they'd rather have a Frobisher-centered theocracy (who wouldn't?). The Doctor gets involved in the drama of the imperial family and their upper court.
And then things go totally crazy and it stops being a comedy and turns Shearman-level dark (which is about two shades past VNA-level dark) and honestly I don't want to spoil the surprise for you. I can tell you that everybody dies, but that doesn't spoil it. Just trust me, it's GOAT.
All hail Frobisher! All hail the big talking bird!