I suspect this is joke based on Nora misunderstanding / mistaking the the reference.
Yes, the Sullivan Act dealt with carrying concealed guns but I think Nora is actually referencing the Mann Act which dealt with women being transported across state lines for "immoral" purposes.
In its original form the act made it a felony to engage in interstate or foreign commerce transport of "any woman or girl for the purpose of prostitution or debauchery, or for any other immoral purpose". Its primary stated intent was to address prostitution, immorality, and human trafficking, particularly where trafficking was for the purposes of prostitution. It was one of several acts of protective legislation aimed at moral reform during the Progressive Era. In practice, its ambiguous language about "immorality" resulted in it being used to criminalize even consensual sexual behavior between adults.
Being married would obviously invalidate any issues under the Mann Act hence Nora's response.