Not a joke. It’s to connect the messiah-hood of JC with royalty in the Hebrew Bible:
Zechariah 9:9
Behold, your king comes to you, triumphant and victorious. He is humble and riding on an ass
Kings 1:33
And the king said to them, “Take with you the servants of your lord and have Solomon my son ride on my own mule , and bring him down to Gihon.
2 Samuel 16:2
The king asked Ziba, “Why have you brought these?” Ziba answered, “The donkeys are for the king’s household to ride on, the bread and fruit are for the men to eat, and the wine is to refresh those who become exhausted in the wilderness.”
Genesis 22:3
And Abraham rose up early in the morning, and saddled his ass , and took two of his young men with him, and Isaac his son, and clave the wood for the burnt offering, and rose up, and went unto the place of which God had told him.