[Aliantha]

Well even if they jumped off the side they'd still have burnt feet.

For me the humour is in the history of turning back when things get a bit rough. In this instance, the usual solution which is to turn back is just as bad as going forward. Also, as you say, the people are not real. It's a hypothetical situation. It was also an interjection into a serious question, the answer to which happened to be that it's never happened (although I doubt the legitimacy of that answer).

You can't get through the forest, so you go back the way you came. Hansel and Gretel wanted to follow their bread crumb path back (and we all know how that turned out).