The point of the joke is that you can't avoid being hurt by saying that you're fine or by being ignorant. You can't just walk a philosopher in circles because you don't have a real philosophy to your life. No one is perfect and no one here will ever have absolute truth. TRUE truth. So we shouldn't act like we do because it's circular and a waste of time.

Beliefs are different than truths. You can believe Santa is real, but that doesn't mean he is necessarily. (Technically, St. Nicholas, so a belief in Santa wouldn't be 100% untrue.)