To understand this Soviet-era joke you need to know two things:
In an ideologically-driven society it is dangerous not to agree with the official/dominant point of view planted by autocratic country rulers.
Planting requires an incessant flood of propaganda making us think that we are doing much better than we actually do.
Now the story:
A state propaganda agent came to give a presentation in a mental facility. He presents in front of a crowd of mentally ill people and tells them how well the economy does, how unbelievably fast it grows, and how much better life will be in the near future.
There is a standing ovation, but one man abstains from participation.
— Why don’t you applaud: asks the official.
— I am not mentally ill, I am a nurse here.
PS: There is a, possibly, obvious, but not-so-funny side of this joke: It remains relevant today in a variety of domains (well beyond politics).