Well, it's just a joke. :) It doesn't necessarily have to make a lot of sense.
In any case, I find your comment very interesting. I'm studying quantum computing at the moment, and I've had to read the different interpretations of quantum mechanics, including Everett's many-worlds interpretation. As a non-physicist, I've found the different interpretations fascinating.
The many-worlds one, as far as I understood it, says that all the possible outcomes of a quantum measurement actually "happen" in different worlds. I have the impression that you would be able to give a much better explanation.
In any case, in the joke the gun is shot in the macro world, not in a quantum state. It's possible that it is a quantum gun, but probably not.
Let's say "overruled" then.