I am unfamiliar with said joke, but me not getting the joke...I would never think it said anything about you. Are there more racists than the median where you live?
More here than in the other two places I've lived (Kansas and Atlanta)
Could be less racist than Atlanta, from a certain point of view. People in Atlanta seemed to live 'as if' everyone was racist, or so it seemed to me.
The only time I've ever heard the joke was a partial telling by a Puerto Rican dude who was emceeing a charity event that was pretty diverse. The African Americans in the crowd thought his partial telling was pretty funny. Apparently the guys comedy angle was "I'm going to pretend to tell a pretty tame but slightly racist joke and then back down before I finish because I'm not really that edgy and let's get back to our show".
I had to google the joke to get to the punchline.