she-was-lost-for-all-time
Explanation
The Joke
A father tells his son that he never got along with the son's grandfather, who always knew the son had a sister, but she got "lost." The son asks what "lost" means, and the father explains it was Christmas, there were crowds, and he thinks she was in a ball pit. The mall called later that evening when they found her, but the parents had already driven home, tearfully accepting her loss.
The punchline comes in the final panels, where the narration becomes grandly dramatic: "The fog of time enshrouded her and she was lost for all time." But then the daughter herself appears, flatly saying "Do not think I'll go for this" and pointing out that "Nobody gets lost forever because of traffic."
The Humor
The humor lies in the father dramatically reframing an incredibly mundane and somewhat negligent parenting incident -- briefly losing a child at a mall -- as an epic, permanent tragedy. The phrase "lost for all time" and the melodramatic fog-of-time language makes it sound like the sister vanished into another dimension, when in reality the parents simply chose not to go back to pick her up from the mall because of traffic.
The daughter's reappearance and her deadpan refusal to accept this absurd narrative punctures the father's self-serving version of events. The joke also pokes fun at how parents sometimes rewrite family history to avoid admitting fault, turning what was essentially abandoning a child at a mall into some kind of inevitable cosmic tragedy.