Lum is an alien. Of course, she doesn't understand earth customs and events. I'm surprised she understands anything at all on earth and this type of confusion doesn't happen more often...
Rumiko Takahashi sure does love mashing up multiple different stories to create one hodgepodge of craziness. Seriously, these types of chapters are wild. And I assumed that most of these stories would be anime-original. But not only are they in the manga, but also they're better than the anime because of how well the jokes flow from panel to panel.
Man. That ending implies that they're pretty much stuck on a time loop. Beautiful Dreamer-style. Kinda feel bad for them.