because when a state has one of the teams predicted to be in the Super Bowl, if not win it. And a team in the middle of a pennant race...that means they dont have a professional sports team? Now if you said why doesn't ND have a professional basketball team....
Now had you phrased it "Why doesn't North Dakota has a professional football team?" then the joke would have been about as funny as the last 20 times I heard it. But it was kept pretty general. That was a new twist.