Well nuns and rabbis on desert islands are fantasy wherein one suspends belief in order to hear something funny. Fantasy must be signalled by recognized unlikelihoods, and the humor must be dependent on the suspension of reality.
In this joke, the humor/fear depends on expecting reality and the resulting chill when things turn wrong. It doesn't work if the buildup isn't believable.
And dead babies are funnier than dead dogs because dogs will greet you at the door every day, and babies can grow up to be congressmen.
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There's no justice. There's just us.
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