And then I find out all the king's horses and all the king's men are out-of-network.
A reference to humpty dumpty; in the story the kings horses and the kings men attempt to help the injured humpty dumpty, but here, the character is in the real world and is lamenting that these helpers were out of his health insurance network, and as a result, he probably has significant medical debt and is at a bar drinking his troubles away. The caption is funny because (like the character drinking at a real-world bar), it ties the fictional character to real-world concerns.