"Erich Honecker gets up in the morning, goes to the window and says: Good morning dear sun!
The sun replies: Good morning dear Erich.
At noon, Erich says: Good day dear sun!
A good day to you, dear Erich.
In the evening before sunset Erich wants to greet the sun again: Good night dear sun.
...
no reply
Again: Good night dear sun!
still no reply.
But dear sun, what is wrong, why are you not answering anymore?
The sun:
"screw you, I am in the west now."
A reference to the people, who managed to escape into the west and no longer had to fake friendliness with the system. And the way the joke is told in the movie and the reactions towards it, are also telling a lot of the spirit of the time.