Jumpseating on non-company business, I would politely tell her that the joke isn't funny, rather quite serious.

Allegations can be career ending if you're operating the flight because if anything happens (God forbid), you know the media would immediately jump on the "fact" that "there were passengers in the boarding area who had concerns about the pilot's sobriety. The airline involved did not go to any length to determine the pilot's level of intoxication." All it takes is a slow news day.

For that matter, if it's slow enough of a news day, you could get an article even without an incident: "Airline takes off with allegedly drunk pilot. Passengers expressed concerns during boarding, and the only response they received from the pilot was 'don't joke around about that'."

Sure, in the long run you would probably be able to exonerate yourself, but only after being hung, drawn, and quartered in the court of public opinion.