Amy, your lyrics are, in part, a mondegreen.  The original song, as I have seen it printed in very old books, was:

Casey would waltz with the strawberry blonde(s)
And the band played on.
He'd [roll?] 'round the floor with the girl(s) he adored,
And the band played on.
His brain was so loaded he nearly exploded;
The poor girl(s) would shake with alarm.
He'd ne'er leave the girl(s) with the strawberry curls
And the band played on.
 
 

Sometimes the lyrics refer to one "girl," sometimes to "girls," but it's always "He'd ne'er leave...,"  not "He married... ".

As to what he was loaded on, I'm not sure.  I'll try to dig up the whole song to see if there's a clue.
 

~SWO~