Yep. Humour works only when there's some truth to the thing being made humorous. That's why the OP comes across as desperately unfunny. Among other reasons, anyway. There could be other factors, such as the complete lack of anything funny in the 'joke'.
At the age of five, Skagra decided emphatically that God did not exist. This revelation tends to make most people in the universe who have it react in one of two ways - with relief or with despair. Only Skagra responded to it by thinking, 'Wait a second. That means there's a situation vacant.'