Note the aforementioned "insanity". She "got rid of" the husband(if you know what I mean) and disposed of him wrapped in an old carpet. So no more pesky marriage to stand in their way.
The joke's concept isn't that difficult, but here you go anyway: He owes her a carpet, or so she claims as response to the question 'aren't you married?' This strongly suggests she divorced by his fault and her ex took the carpet.