I believe this is the sketch that Steven refers to:
There actually is an [Official Monster Raving] Loony Party. They take themselves a little too seriously.
The only political party in which I have even the slightest interest is the Wet Blanket Party, who are not running any candidates this election.
There is no sensible party.
The Wet Blanket Party speaks to me on a very deep level. It may, in fact, be what the cool kids call, “My aesthetic.”