Beheadings in Antony and Cleopatra

In Shakespeare’s play, Cleopatra’s outburst against Agrippa (who has suggested that Antony marry Octavia, Caesar’s sister) is remarkable: “That Herod’s head I’ll have” (3.3.5-6). “Herod” cannot be used in the same sentence with “head” without evoking the story of John the Baptist. I’m not sure how this functions in the play, but it’s hard to believe that Shakespeare’s audience would have missed the allusion.