Continuity mistake: In the scene where Beldar has finished giving Gladys a driving lesson and they are sitting in the car, you can see that he has nothing on his lips. After Gladys kisses Beldar, you can see red lipstick. As the shots go from Beldar to Gladys and back, you can see the lipstick disappear and re-appear.
Continuity mistake: At the end when the girl sitting next to Beldar's wife keeps talking about great seats, you see she has pointy teeth, but at the end of that scene she has human teeth.
Continuity mistake: When Beldar arrives back at Remulak and is talking to the leader, the orange thing in the guy's hands disappears.
Continuity mistake: After Connie and Ronny's first kiss, Mr. Conehead goes outside to talk to Ronny and it is completely dark outside. When he walks inside, however, it's really bright outside.
Answer: Because they resemble infant coneheads. To her, it would appear that they were selling babies.
Bruce Minnick