The joke is a pun. A symphony softball game sounds like both softball players and musicians such as bass players would be there.  'No men left on base' is a phrase in baseball or softball that means no runners are standing on first, second, or third base on the field.  'Base' was replaced with the identically sounding word 'bass' for the musical instrument. Both would be true if an attack happened.
After the sniper attack at the symphony softball game , there were no men left on bass .