I Went to the Zoo the Other Day
There's a "dad joke" that Joe likes to tell sometimes that goes "I went to the zoo the other day. It was awful. They only had one animal. It was a dog. It was a shih tzu." This joke is most often referred to as just "the zoo joke". Joe tends to reference it whenever a zoo is mentioned, or even when parts of the joke are said in games, like "the other day" or "it was awful". There's a compilation of every time he's told the joke up to June 2022.[1]
This is a Joeism
When Joe says this, it's not a reference to any stream. It's just something he says sometimes.
References
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“0” video: “Every Zoo Joke”.