Serious answer: It's actually a really old joke and most people never learn the whole thing. "Why did the chicken cross the road? To get to the other side." is just the end of a very long joke. Before the chicken, there are many other animals crossing the road with puns for answers. The lack of a pun or other humour in the chicken's answer at the end is the punchline.

It's the medieval equivalent of the knock knock joke that ends with "Orange you glad I didn't say banana."