Some Anvils Need to Be Dropped: The message isn't subtle (it's right there in the title!), but animosity towards immigrants and people of color is a never ending issue in the United States, so a reminder that both are an important part of the country, which would go down the tubes should they disappear, is an important one.
Special Effect Failure: That weather map post-disappearance was overly crude. Yes, all the satellites were gone, but surely the new weatherman (the old one was a Mexican) had something other than magic marker to work with?
Uncertain Audience: Many viewers were unaware that this was a Black Comedy until they were told. They believed that it was dead-serious speculative fiction.