When my grandpa was 65, he decided to run a mile a day to keep fit.
He's 70 now, and we have no idea where he is.
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Explanation
The joke plays on the idea that the grandpa's daily run led to him getting lost. It's unexpected because the initial setup is about him getting fit, not disappearing. It's like, 'Oh, he went for a run, and now he's just…gone!'