Actually, I believe Paul Reubens himself may be a kaiju fan. Aside from the "Pee Wee's Playhouse" set being decorated with Ultraman figs, there are also several Godzilla figs set up in Pee Wee's bedroom at the beginning of "Pee Wee's Big Adventure" and there is, of course, also the entire scene where Pee Wee rides his bike through the movie studio's backlot, rides through the set where a Godzilla movie is being "filmed", and then Godzilla himself (well, in a way) hitches a ride in Santa's sleigh. Also, I remember reading an article in a magazine a few years ago that quoted Reubens as saying that he was wanting to do a new Pee Wee movie, and while I can't remember exactly what the vague plot description was, Reubens summed it up as being a cross between a Godzilla movie, something else and something else.
Interesting bit about Zombie having worked as a set decorator on "Pee Wee's Playhouse", though, I never knew that.