A pilot is having a talk with one of his passengers. The passenger asks, "Why did you become a pilot?" The pilot replies with, "To face my fears." The passenger then says, "You're afraid of heights?" "No, I'm afraid of dying alone."
Pilot's Real Fear
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Explanation
The humor comes from the unexpected twist. You'd expect a pilot to fear heights, but it turns out his fear is of dying alone, which is more morbid and relatable. It's a dark take on facing one's fears, making it unexpectedly funny.