Goosey: No, but it's possible the Marx Brothers were making the same reference I was. I took both the title and idea for this comic from the 1933 film "Strange Interlude," in which we hear the characters narrating their own thoughts in between spoken lines of dialogue. Animal Crackers was made in 1930, but the Strange Interlude film was an adaptation of a 1928 stage play, which was hugely popular at the time.

I don't remember the context of the Marx Brothers joke, but if there was any narration of internal thoughts going on in the scene, it was almost certainly a reference to that play.