My mom is in the FBI. My dad is in the FBI. My sister is in the FBI. My brother is in the FBI. And do you know what I am?
Divorced.
Listen up, genius. The joke is that everyone in the family is in the FBI, but the punchline reveals that the speaker is "divorced" – implying a split or separation from the family, which is unexpected and funny because it breaks the pattern. You are so dumb!