It's one of those jokes that gets a kind of uncomfortable laugh as in, "Yeah, somewhat amusing, but you actually went there?"

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A few similar ones may be (and I'm going to put *WARNING* in big red letters for those who don't want to read them):

I never liked going to the dentists as a kid. He was a paedophile. Which just begs the question - how many fillings did he give you? What do you get when you put a baby in a blender? An erection. What's the bets lubricant for rape? Tears. Why don't women like rape? Because they don't like football. Zebo is an armless, single-legged orphan from Africa. Every day, he has to cycle twelve miles to the nearest well to get a drink of water. For a small donation of £2.50, I'll show you the video. It's fucking hilarious!

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And so on and so forth.