The above is a reference to a famous 20th century joke turned American idiom: "Well, other than that, Mrs. Lincoln, how was the play?" The original joke was a reference to the assassination of President Abraham Lincoln, which famously took place in a theater during a production of "Our American Cousin" (a highly regarded farce of the time based on newly developed American stereotypes juxtaposed with a prim and proper English society). The gunshot of the assassination was timed with the funniest line of the play to hide the noise behind the audience laughter.
The joke, asking about the play, evokes an extremely inconsiderate rube, who thoughtlessly brushes over the horror of having one's husband suddenly assassinated right beside them. There is no way that the details of play would matter, and no reasonable person would think to ask it, leaving it as a dark joke. This joke turned into an idiomatic expression to refer to clueless individuals glossing over tragedies to focus on irrelevant details.
The above joke swaps out the Lincoln Assassination for the Kennedy Assassination, which took place on a drive through Dallas. Like the Lincoln Assassination, the president's wife was present to witness the sudden death of their husband.
People in the early twenty-first century in the United States would be familiar with both assassinations, and would likely understand the reference.
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