The way I interpreted Caz's statement is that when Joan Rivers' husband committed suicide and she read about that, she thought to herself "I'd do that if I were married to Joan" (based on the idea that Joan allegedly is rude, mean etcetera).
I'm just the messenger and wouldn't surprise me if there ARE people who think that way and more about Joan. Me- I don't much care for her style of humor- some of it is funny and I do get her humor but just not my cup o'tea. I do admire her for helping to break down further the barriers of females in comedy.