It's a cheeky reference to a netflix "we wuz kangs" type documentary where that line was in the trailer for it.

The fact that Cleopatra was Greek is historically overwhelming, but someone's black grandma told them otherwise, so case closed.

Likewise here this woman has enough self professed life evidence to question the narrative of "police oppress black people" but the universal trait of "police make me a bit nervous" means case closed.