I'm a little surprised that one of the finalists didn't get it, because there's a lot of variability among players in their knowledge of theater/music/etc, but it's really an American History question at heart, and they all know history as a rule.
Having been on the show - that 30 seconds goes very fast and while this is a relatively common bit of trivia - it's not as if it is something one thinks about often and fairly easy to find yourself unable to pull it out of the recesses of your memory under pressure. He clearly knew the title at some point based on his answer but couldn't pull it out. But I too would have thought a ToC finalist would have been able to recall it. But I have no quibble whatsoever calling the category "plays". The answer was an infamous play title and this is 100% in line with how they've categorized final jeopardy categories. Frankly - if they called it a "history" question it would have completely undermined the question itself and removed one of the two elements of the question. It was a question about a play - a historically significant one - but a play nonetheless.