I heard this joke from my Aunt when I was a kid, never knew what the tune was taken from but I just looked up "Milord" and that's definitely it. This would have been somewhere around 1986, and the punchline was longer:

"Your sister Rose is dead,
your mother father and your Uncle Fred.
She had a heart attack,
and now she'll never come back..."

And it always kind of trailed off at the end. I came upon this forum actually because I was wondering if there was an end to it, about how everyone else died. But this is how the joke was always told in my family who were all from The Bronx NY.