Why is prostitution illegal?
Because when it comes to screwing people and taking their money, the government doesn't want anyone outperforming them.
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Explanation
The joke plays on the idea that the government is greedy and exploitative. It uses the double meaning of 'screwing people' - both in the literal sense of prostitution and in the metaphorical sense of taking advantage of people - to humorously suggest that the government makes prostitution illegal to protect their own exploitative practices.