I asked my North Korean friend, "what's it like to live in North Korea?" He responded, "can't complain."
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Explanation
The humor comes from the double meaning of "can't complain". It can literally mean they have no complaints, or that they're not allowed to complain because of the oppressive political environment. The joke plays on the restrictive nature of North Korea's regime.
Chin Chow
Wouldn't it be better to say "we love Kim Jong-un"?