He wasn’t being serious there. The stage/public persona he has projected for himself throughout his career has been one of deadpan, miserabilism and apathy. His heyday was the '90s and as he’s got older the youthful sardonic cynicism has increasingly strayed into grumpy old man territory.
That joke was funny, if not entirely PC. He did some other joke, I can’t remember which show, about how great it would be to watch a plane crash. That one fell flat and was unfunny and a bit tasteless, in my opinion. He does still come up with maybe a couple of good jokes per show.