Well, one way or another, that joke reflects North Korean life in a nutshell. The government ruled by Kim Jong-Un is much too powerful and twisted for ordinary citizens to defy. If they so much as try to voice their displeasure, the fanatics will easy hear a word of it and then off with heir heads.
Allow me to add a joke that still gets me. John went to the market and saw the devil waving him over. He ran home to his master to borrow the fastest horse to go hiding in paradise. His master went to the market and saw the devil there. He asked him why he was harassing his servant. The devil told him that he was surprised to see John at the market because they were meant to meet in paradise.