The story ends with a guy having a "stumpy, sulfur trussed antelope" in front of him, while a "stomped 'sylph' addressed cantaloupe" is on his desk when he is supposed to have received a "stamped self addressed envelope".
I think it is in Asimov Laughs Again, right by "Death of a Foy." I have a copy, let me check. update still looking for my copy, it seems to be misplaced. Update 2: I did find my copy of Asimov Laughs Again; sadly that particular story isn't in it as far as I can tell.