The Department of the ATF or Alcohol, Tobacco, and Firearms, believes that Mr. Mackey's meteor shower party is a suicide cult, and that they plan to kill themselves at the start of the meteor shower.
The ATF attempt in preventing this by setting up a blockade and prepare to open fire on the party in case the supposed cult has firearms. The guests inside are unaware of their presence, and a few of them and are shot and killed when they step outside. Deciding that loud, obnoxious music will drive them out in an act of psychological audio torture.
In "Members Only", Cher is seen preforming the song at SpaceX, with no one paying any attention to her. This scene is a parody of the music video for the song "If I Could Turn Back Time" where Cher is performing on a Navy battleship USS Missouri.