There's an old tradition of ironic and horrifying jokes featuring an oblivious little girl named Mary Jane. For example:
Mary Jane was playing on the swings one day, swinging higher and higher. Her mother came out and said, "Mary Jane, don't you swing too high, the boys will see your underwear."
Mary Jane laughed and laughed; she knew she wasn't wearing any underwear.
Mary Jane pushed her brother into the pool. Her mother said, "You know your brother can't swim!"
Mary Jane laughed and laughed; she knew there wasn't any water in that pool.
Aside from the obvious panty-less parallel with the first joke, Judy Greer's character has that same quality of being chipper and breezing right on as something horrible or humiliating occurs.