Jaywalking and Saskatchewan immunity....

I was walking down on McGill College earlier this evening when I reached a red light at the corner of President Kennedy. Since no car was passing, I decided to cross the street. Now, with me there was a group of people standing in the corner (I guess, waiting for the light to get green) Two of them (a man and a woman) decided to cross the street, just like I did.
A woman from the group yelled at them (apparently joking): "Jaywalkers!!".
The man replied: "We are from Saskatchewan, we can do anything we want!"

I thought this was funny....