I think these are called "stupidees" (closest translation I've got) and their point is that there absolutely no logical connection. Like "Two ravens are flying, one's brown and the other is at the left. What's the conclusion? - The wardrobe has no tickle." or "Two ravens are flying in a basement and are wondering wich terase to fly out from. The conclusion - the chimney is obstructed.". See? Absolutelly no logical connection.
PS: Why do you think romanian jokes are supposed to be not funny? Balkanian people just have very characterial sense of humour and their jokes are not always understandable to other nations.