plato's cave is a parable about perspectives of those that only know what they see/perceive while being ignorant about truths (e.g., you are stuck in a cave facing the back wall and all you can see are the shadows against the back wall, so you think that the shadows are independent corporal beings, rather than the objects that are blocking the sunlight to cast the shadows); descartes' evil genius is basically the matrix, in that it creates a false reality and the only thing that you can trust is your own existence (i think, therefore i am is actually 'i exist, therefore i exist').
so, imagine that someone breaks down all false notions that you have about the world, except that they replace the false notions with the matrix. that's the joke.