Yes, it's because that lady had no sense of humor, and not because the joke doesn't make any sense to anyone that doesn't play X-Wing...The public in general has lost any sense of humor. What little they had to begin with has long since evaporated.
The next time someone like a bank teller or store clerk greets you with "Hi", respond with "Not yet." Then enjoy the confusion on their face. It's an old joke that most people don't get. In case anyone here is having a deer in the headlights moment, say the greeting like you're asking a question.