I think it’s because if you spend time around chickens, you know that they have almost no faculty of intentionality, even down to going outside or inside when you open the door for them. Their instincts are very rudimentary. Chicks don’t even realize they can drink when you get them home and give them water (bringing them back from the chicken people for even an hour in your truck dehydrates them completely. You literally have to stick their little heads in a cup of water, and then they get it). So I would guess the joke started out as a sardonic point about why anyone does anything at all, like a way of replying to “Why do you stay with that woman?”