Knock Knock / Who’s there? / Opportunity.
Don’t be silly – opportunity doesn’t knock twice!
This is weird.
In order for this joke to work, the listener needs to know the joke before the jokes start, and respond to the jokester's statement with the punchline.
I am not sure how this joke could ever be told in the wild, but as part of a two-person stand-up comedy act, it could work.
Anyway - the humor lies in the fact that the listener interrupts the jokester to contradict the jokester with an aphorism is sort of funny.