ursa-major
Explanation
The Joke
An alien is explaining to a human that their planet and star share a special bond and constellation. The alien says their world is on opposite ends of what humans call Ursa Major (the Great Bear), but on their planet it actually looks like a horse. The human notes that in person it does look like a bear, and asks if there is a head and a tail. The alien gets defensive, claiming the human has no imagination.
The alien then tells the human not to ask about their planet further, because if they are killed, the aliens will apparently "tell a gross lie" about it. The human asks what happened to the aliens' home planet, and the alien cryptically says "that remains a mystery" -- implying the aliens destroyed their own planet and are covering it up.
The Humor
The comic works on multiple levels. First, there is the running gag about constellations: humans and aliens both engage in the same pareidolia (seeing shapes in random star patterns), but disagree about what shapes they see. The alien is just as arbitrary as humans in claiming star patterns look like specific animals.
The deeper joke is the alien's increasingly suspicious behavior when asked about their home planet. They go from friendly cultural exchange to veiled threats ("if you kill us, apparently they'll tell a gross lie") to blatant cover-ups ("that remains a mystery"), strongly implying they destroyed their own planet and are desperate to hide that fact. The humor comes from how badly they handle the cover-up, making it obvious to the reader what happened.
References
Ursa Major is one of the most recognizable constellations in the Northern Hemisphere, commonly known as the Great Bear. It contains the well-known asterism the Big Dipper.