I don’t think the joke is sexist, but I still wouldn’t be making it. Remember that men are called to sacrifice their interests and lives on behalf of women in marriage in the same way that Christ sacrificed himself for the church. So the comparison between marriage and a death trap isn’t entirely off base.
I wouldn’t make it because the comic implies that the male impulse to sacrifice on behalf of female human beings is stupid. It’s not. It is very kind and loving. Would you call Christ stupid for making his sacrifice on our behalf? If not, don’t make fun of guys who want to sacrifice on behalf of girls. Those who do so will be rewarded as Christ is rewarded by our eternal company.
With that being said, the comic can be interpreted the way @Lilliana_Umbrellascope has interpreted it, and her interpretation is indeed a valid one. That’s the problem with art, including comic art. It can be viewed it multiple different ways by multiple different people, and sometimes we need to accept that people view art differently than we do.