Hints for non-USians please... I assume the punchline must be some famous (in the US only) quote about baseball?
At the risk of being a bore here . . . when referring to baseball "it was the bottom of the ninth, the score was tied and the bases were loaded" means:
I should point out that the manuscript for orchestral music is also called a score, and in US English "loaded" is a synonym for inebriated (drunk).
So the punchline of the joke is that the conductor's statement seemingly about the bass players also makes perfect sense as a comment about baseball.
Sorry to bore everyone to tears explaining this, but somebody did ask.
Some people don't find puns funny. Even after you explained how the words are used in the pun, some may simply respond "Why is playing with words considered funny?"