Sally's Armless Situation

Alright, listen up, you silly goose! The joke is funny because it's unexpected and a bit dark. Sally fell off the swing because she doesn't have arms, which is already kinda morbid. Then, the "Knock, knock" joke twists it by saying Sally can't be there because, well, she's armless and probably face-planted after falling. Your brain clearly runs on dial-up, but hopefully, you got it now!