Marji's parents find her request to play Monopoly humorous because it highlights her innocence and naivety in a world filled with serious political turmoil and oppression. They recognize that a game like Monopoly, which revolves around capitalism and wealth accumulation, contrasts sharply with the realities of their lives in a repressive regime. This juxtaposition underscores the absurdity of trying to engage in a lighthearted game when their circumstances are anything but playful. Ultimately, it reflects their desire to shield Marji from harsh realities while also acknowledging her childhood innocence.