He didn't say it to Jane Fonda and she didn't have a cat with her?
Huh?
If it wasn't Jane, who cares if she had a cat with her?
And if she had no cat with her, which occasion did she mean?
"again, I just watched it" leaves a lot to be specified: what is "it?" What did you just watch?
She didn't have a cat with her.
She told Johnny her son had told her the Zsa Zsa story (complete with Zsa Zsa having a cat in her lap). Jane told the whole Zsa Zsa story, including the punchline "get that damn cat out of the way and I will."
Johnny fell out laughing.