2006 was peak "Great Moderation," where there hadn't been any serious financial crises since the 80s. The consensus wisdom was that many of the policies of the 80s & 90s, particularly around inflation and reducing uncertainty, had made financial crises almost obsolete.
It seems dark today given that we know the outcome, but I'm sure at the time, Comic Sans seemed appropriate for a set of tools that they thought likely would never be used. Or maybe it indicates a certain hubris undone within about 18 months.