For those who haven't heard the show, it is about a dancer/Pilates teacher who has a prosthetic arm. In general, she doesn't want to be thought of as disabled, and conceals the fact that she has only one functional arm. Some of her students trained with her for a year without realizing her disability. She was in "West Side Story" for several weeks until fellow cast members were aware of her condition. She has outed herself by staging a show Jazz Hand that emphasized her condition.
The magic connection is that the techniques she uses to conceal the fact that she has only one full arm are parallel to a magician's misdirection. Big action with the right arm keeps people from focusing on the left arm; concealment with long sleeves; motivating actions so that anything she does with her right (good) arm rather than her left arm doesn't seem unusual; staging herself so that her right side is always forward. The most entertaining part of the show was her tales of getting into romantic situations with boyfriends, and how they wouldn't notice they were making out with a one-armed woman.
The host, Ira Glass, made reference to a Kellar quote:
Dunninger Dunninger's Secrets
as told to Walter Gibson. Seacaucus NJ: Lyle Stuart, 1974. p.13
I told Kellar that I had heard someone quote him as saying that if he could gain the full attention of an audience, a brass band could march across the stage in back of him, playing at full blast, with a herd of elephants following, yet no one would know that the parade had gone by. I can still see the twinkle in his eye as he acknowledged that he had made an extravagant claim of that sort during a newspaper interview; but his tone turned serious when he added that it not only could happen with some people, actually, it could go much farther.
As Kellar put it: "All magicians know that the more your mind is fixed on one thing, the easier it is to miss something else. So if you miss anything, you are not to blame. It only means that you have a mind of your own.
Only Kellar's statement in the first sentence in the quote above was referenced on the show, and Glass speculated that Kellar may have never actually said it.