What did the knight say to his younger brother? "Good night."
You expected a silly pun there, didn't you? That's pretty rude. It makes light of the struggles of being a knight. Especially a good knight.
The setup suggests a pun or wordplay related to knights but the punchline is just a normal goodbye. The humor comes from subverting the expectation of a joke and then calling out the reader for expecting one, making fun of the whole setup.