If only he'd said, "What are you crying aboot?"I think the joke is that those business guys wouldn't really give a shit about the dog. I don't know; I don't completely get it. But I remember those businessman characters.
Oh, yeah, I think you are right (about what the joke is). hahahha! I think the "Kids In the Hall" had a kind of fascination with businessmen, probably since they observed them everywhere but TOTALLY couldn't relate to them, and they probably had limited personal experience with "straight" jobs. So I think businessmen probably seemed weird and creepy and soulless to them, like aliens.