the blues are associated & originated with poor black performers in the american deep south. the name is synonymous with melancholy and misfortune. so you’re right about the expectations being subverted but not getting the whole picture which is that a gaudy mansion and well dressed white people are about as far from the traditional trappings of the blues as possible.

you could also further interpret it as a dig at cultural appropriation though i don’t think it’s meant to go that far.