Right, that's what makes it an anti-joke. Anti jokes can be funny. Just, it's weird that it's one of the first jokes we're introduced to growing up, because it's not a typical or even basic kind of joke.
It's the introductory example of an anti-joke in the culture's humor-teaching curriculum.
A lot of the jokes that we tell kids are actually teaching them the basics of what is considered funny in our culture. Much of it demonstrates how to establish a pattern or preconception, then break or subvert it for the desired comedic effect.
For instance, you can't tell "banana-banana-orange" or "interrupting cow" as your first knock-knock joke, because you first have to establish the pattern of a "proper" knock-knock joke.
After the chicken crosses the road, you tell some shaggy dog stories, then you hit them with the never-ending setup, where the joke is in how long you can get them to listen to your pointless rambling while waiting for a punchline that never comes.
A lot of the jokes that we tell kids are actually teaching them the basics of what is considered funny in our culture. Much of it demonstrates how to establish a pattern or preconception, then break or subvert it for the desired comedic effect.
For instance, you can't tell "banana-banana-orange" or "interrupting cow" as your first knock-knock joke, because you first have to establish the pattern of a "proper" knock-knock joke.
After the chicken crosses the road, you tell some shaggy dog stories, then you hit them with the never-ending setup, where the joke is in how long you can get them to listen to your pointless rambling while waiting for a punchline that never comes.