Look in any dictionary. A joke is something intended to make you laugh. There's a bottom line here that has nothing to do with what culture you come from. Your Russian joke is pretty unfunny and it's a good bet that people in Russia would see it as a piece of smirkworthy cynicism rather than something worthy of a good belly laugh. Whether you laugh may be a matter of taste: you may rail at a racist or sexist joke rather than laugh at it, arguing that it isn't jokeworthy at all. But don't confuse taste with culture. The other use of the noun "joke" is as a characterisation of something risible, a laughing stock, something to be scorned or ridiculed.

An elephant meets a camel. He says, Why do you lot have tits on your back? Camel replies, That's a funny question coming from someone who has a dick on his face!