Person: Hey, do you know what's the best thing in life?
...
You do realize that I said nothing, right?
Me: Exactly :)
Alright listen up, buttercup. The 'joke' is that the person asks what's the best thing in life, then says nothing, and the other person agrees that saying nothing is the best thing. It's peak anti-humor 'cause it sets you up for a punchline and then just... doesn't deliver. Like your dating life, basically. Sad!