Paris, Texas
Just as the brother creates advertisement boards that sell an illusion, the film sells you the story of a deeply traumatised man. Unable to speak, afraid of everyone, he wanders alone. You learn he lost his lover, his son, himself, and you feel bad for him. You root for him as he earns the love of his son again. You forgive their immature escapade, hoping it would lead them to the mother.
The film, like in the finale, is a one-way mirror. The traumatised was the traumatiser, the titular joke was never just a joke, the perfect loving relationship was never perfect. Only in the end do you see things as they are. Only then do you see the pain he's brought everyone, as he runs away again.