Many outdoor concerts use a bandshell to amplify the orchestra’s sound and direct it towards the audience. I would guess that is what the fireplace is supposed to simulate.
I think Mr Schultz meant this as a dig at all the people who use statistics to “justify” something that the statistics don’t really prove. Statistics are great for quantifying things, but they rarely provide context. Example: Even if 93% of men really were over 6 feet tall, how does that make them “superior”? For that matter, that statistic doesn’t say what percentage of women are above 6 feet in height – it could be 94% for all we know.
This is why he needs a security blanket to protect him.