Why is the chicken crossing the road joke funny?
I think, as you surmised, the joke isn't all that funny. I would consider the dynamics of the social interaction in which the joke was told as more important than the joke itself. 

Laughter is as much a social phenomenon as an involuntary reaction to something humorous. Duchenne laughter is even correlated with increased pain tolerance, in addition to feelings of well-being (https://doi.org/10.1098/rspb.2011.1373). People may laugh or otherwise respond positively if they are seeking social or personal approval.

But as an example of an infamous anti-joke, the chicken-road question "humor" is probably the relief of stress caused by the knowledge that the answer is trivial and thus we are obviated of the need to seek a more clever answer that would render this more of a riddle. The expectation is that the answer is something clever, interesting, or non-obvious, and so when the punchline is revealed, we are relieved and also fooled. The relief comes from the realization that it's not actually important what we said because the joke was a trick and our intellectual status was never on the line.

You may be interested in My Humorous Robot, a conference paper on human responses to an NAO robot telling jokes. The jokes range from actually funny to anti-jokes and human responses are statistically analyzed.

HRI '18 Companion of the 2018 ACM/IEEE International Conference on Human-Robot Interaction
Pages 193-194 
https://dl.acm.org/citation.cfm?id=3177015