I think they are making fun of grandiose state songs that glorify trivia. You are ready to appreciate the parody of this minor musical genre after listening to [for example] the state song of New Jersey, which includes the kitschy "Positively New Jersey! Your people are the key!"
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The song is not ironical. They are not lampooning Jan Egeland. They are being absurdist in that it is beyond unlikely that someone would feel this passionately about this particular diplomat. Another example is Carol Burnett's novelty hit, "I Made a Fool of Myself Over John Foster Dulles".