I think the joke is done by the science guy and it works like this:
Science guy compares two things at first and says they are basically the same (He means that ironically and only says that because stupid people may believe that). Then he tries to clarify the situation by explaining now why the previous statement is false: He explains basically why they are NOT the same at all. (Worm holes are used for travelling and black holes are just a lot of matter in a small point and therefore destroying everything that gets near to it. That's like comparing rick astley to a water mellon. No sense at all.)
The other guy does not understand the joke at first.
His question, if you could use black holes to travel thourgh the universe, is therefore dumb and in the last picture he may realise this and looks confused(/ashamed).
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