I think it’s a joke that American houses (in the eyes of Europeans) are made out of sticks (stud framing in the house) and paper (drywall is made from gypsum and has a paper backing)

In European countries, their houses are made of tougher materials like stone, concrete, or some other material I’m forgetting about

It’s a known thing in America that stray bullets end up in people’s houses (and sometimes their residents) when it’s an American holiday like 4th of July or Memorial Day

As an American, I too need to know where the bag went