It's not like the Joker to get all "political," even if you ignore the whole "mind control lipstick" element.

No, but it /is/ like the Joker to have his victims do or say something ludicrous before jumping to their deaths because it'll horrify the onlookers even more (and because he'd think it funny).

Besides, Corto Maltese is the banana republic island that's the focus of a cold war staredown between the US and the USSR, so everyone's really tense about the place.