It's just a joke

My elder brother, who is much more conservative than I am, sent me this joke. I didn't realize it was a joke until the punchline. I laughed out loud. Here it is:

Jesse Jackson, while visiting a primary school class, found himself in the middle of a discussion related to words and their meanings. The teacher asks the Rev. Jackson if he would like to lead the discussion on the word "tragedy." So the illustrious leader asks the class for an example of a "tragedy." One little boy stood up and offered: "If my best friend, who lives on a farm, is playing in the field and a runaway tractor comes along and knocks him dead, that would be a tragedy." "No," says the Great Jesse Jackson, "that would be an accident. A little girl raised her hand: "If a school bus carrying 50 children drove over a cliff, killing everyone
inside, that would be a tragedy." "I'm afraid not," explains the exalted spiritual leader. "That's what we would call a great loss". The room goes silent. No other children volunteer. Rev. Jackson searches the room. "Isn't there someone here who can give me an example of a tragedy?" Finally at the back of the room a small boy raises his hand. In a quiet voice he says: "If a plane carrying the Rev. Jackson were struck by a missile and blown to smithereens that would be a tragedy." "Fantastic!"
exclaims Jackson, "That's right. And can you tell me why that would be a tragedy?" Well," says the boy, "because it sure as hell wouldn't be a great loss, and it probably wouldn't be an accident either."