Who says there's anything to figure out? The joke, such as it is, could be on the reader, not in the comic itself. Subversion of expectations is often funny.
The expectation presumably being that an obviously suspicious person, cackling with evil intent, no less, who breaks into an art museum is there to steal the art. The subversion then being that they do something completely ludicrous - if not ridiculous - instead.
Note that I'm not saying there isn't some other underlying message or joke that I'm otherwise just as clueless about, only that it wouldn't be the first time that a comic was like this.