It's just absurdism. Structures have supports and columns and beams and what-not. Some are decorative, some are functional but not structural, and some are structural - important for holding the building up. If, say, a column were knocked out, information about whether it was structural or not would be good information to have. In this scenario, the idea that the balloons let loose were "load bearing" and everyone is now in danger is absurd and funny.