What does Tom Hanks mean by his joke in If You Can Catch Me?

In the car, the deputies of the two economic investigation teams were unprofessional. One was a rookie and the other was decentralized. Obviously, they were not interested in investigating the case. The man was unhappy at first, and then said, you want me to tell a joke? "Knock, knock," "Who's there?" I don't care about you people. Fuck you.

In fact, it means scolding the street ~ it is almost two idle people joking with the leader and being scolded by the leader.