Think of Beethoven's 5th Symphony, which begins with a four-note theme, followed by a close repetition, followed by a new extended but related theme. Notice how close this is to the pattern used in blues songs - a statement, a close repetition, and then a longer, considerably different statement that typically explains the singer's reason for feeling blue.

Consider the classic joke pattern - a minister, priest, and rabbi were having a conversation... The first two men typically make similar responses to the issue at hand, and the third utters the dissimilar punch line. The first two comments set us up to expect something similar - but we get dissimilar, just as we did in Beethoven's 5th and in almost every blues song. We laugh at the joke, but not at Beethoven or the blues. Why?

Betty White's three-sentence humorous comment exemplifies the pattern:
All creatures must learn to coexist.
That's why the brown bear and the field mouse share their lives in harmony.
Of course they can't mate or the mouse would explode.

Steven Wright's dry wit often follows the pattern:
I got interested in astronomy.
So I installed a skylight.
The people in the apartment above me are furious.