My great grandfather died in 9/11.
He was an amazing pilot.
The humor comes from the unexpected twist. The first sentence leads you to believe the great grandfather was a victim of the 9/11 attacks, but the second reveals he was a pilot (possibly one of the terrorist pilots involved), which is both dark and unexpected.
I hate your jokes
OK first of all the jokes about being a pilot on 9/11 is not true because the pilots did not choose to fly into the building they were forced to by terrorists, secondly these jokes on 9/11 aren't that funny anyways.