Is this footnote from one of Perelman's papers meant to be a joke, or is it mandatory to list one's source of funding?
Indeed, funding agencies require authors to acknowledge their funding, but it's not mandatory to acknowledge personal resources. 

To me, however, that footnote doesn't sound like a joke at all, but a sincere acknowledgement of those who have supported him during previous years allowing him to have savings (and during those visits he might have worked on different topics). 

That said, there are certainly a lot of joking acknowledgments around.