This makes so little sense as a joke, and there are tons of reasons why it would work for some and not others and still be a bug...
However, I live in Sweden, and the joke makes avsolutely no sense in swedish. I was 15 before I got it.
My daughter messed it up even more and started with "Two tomato sauces were walking across the road..." at which point it's no longer a joke, just a story about a traffic accident...
It's just a joke based on going against the listener's common expectations -- like almost all jokes.
They expect a specific intent for crossing the road -- and having something to do with the fact that the being doing the crossing is a chicken, but instead they get the obvious and most immediate and base reason for anybody crossing a road.
A lot of the jokes that we tell kids are actually teaching them the basics of what is considered funny in our culture. Much of it demonstrates how to establish a pattern or preconception, then break or subvert it for the desired comedic effect.
For instance, you can't tell "banana-banana-orange" or "interrupting cow" as your first knock-knock joke, because you first have to establish the pattern of a "proper" knock-knock joke.
After the chicken crosses the road, you tell some shaggy dog stories, then you hit them with the never-ending setup, where the joke is in how long you can get them to listen to your pointless rambling while waiting for a punchline that never comes.
It's anti-humor: https://en.wikipedia.org/wiki/Why_did_the_chicken_cross_the_...
Yes, 12602, not 11602.