not that I know of. I should have been less specific. It could be a joke crossing any two language barriers. it's just an example of a horribly unfunny joke that theoretically could have come from another language where it might possibly actually be a side splitter. but I could make up some history for you, if you like.
of course, I was joking about "why did the chicken" in particular. that's probably the US's fault for being so unfunny.