Another statement of fact but nothing to do with the joke.
I think it might actually have something to do with the joke, for some reason, I don't think it would work if they said a white guy walked into a bar with a parrot on his shoulder etc. I think the fact that his parrot answers is basically saying that "them" are in abundance in africa, I can sort of see the link between that and slavery, but it's definitely not explicit, and totally down to intepretation.