Nope. Take for example the medieval genre of fabliaux "The cuckoldings, beatings, and elaborate practical jokes that are the main concern of the fabliaux are distributed in accord with a code of "fabliau justice," which does not always coincide with conventional morality: greed, hypocrisy, and pride are invariably punished, but so too are old age, mere slow-wittedness, and, most frequently, the presumption of a husband, especially an old one, who attempts to guard his wife's chastity."

Or one of the most famous ancient greek comedies The Lysistrata, whose plot is" The basic plot of Lysistrata is that the women barricade themselves in the acropolis and go on a sex strike to persuade their husbands to stop the Peloponnesian War."

Not sure what you consider "modern" but Jonathan Swift wrote a satirical essay in 1729 titled A Modest Proposal which recommended that the Irish solve their economic woes by selling their children to the rich as food

Hardly. In fact, humor may have been a way to cope with the frequency of death and suffering in the past. In the seventeenth and eighteenth centuries, many English-speaking people decorated their gravestones with witty poems, mocking their own death and the impending death of the reader. In Candide, a 1759 satirical novel by the French writer Voltaire, death, syphilis, rape, pedophilla, castration, slavery, and a number of other horrors are all used as punchlines.

...Christus, from whom the name had its origin, suffered the extreme penalty during the reign of Tiberius at the hands of one of our procurators, Pontius Pilatus, and a most mischievous superstition, thus checked for the moment, again broke out not only in Judæa, the first source of the evil, but even in Rome, where all things hideous and shameful from every part of the world find their centre and become popular. - Tacitus, AD 116

Hardly. Some jokes from ww2.

From Berlin in 1945:

Hurrah, you can finally take the tram between the western and eastern front!

From German forces in the Netherlands, Autumn 1944:

If you see a white plane, it is the Americans. If you see a black plane, it is the RAF. If you see no planes at all, it is the Luftwaffe.

From German forces in Italy 1944, facing an indian division (which included a Ghurka battalion):

How do you know you have been decapitated by a Ghurka? You don't, until you sneeze.

If you want to get deep, about a quarter of the Book of Job is God getting really sarcastic with Job, who dared ask the Creator of the Universe "WTF, dude?"

The structure of the book makes it seem likely (to me, at least) that the whole thing is meant to be read as a kind of wise joke - it's possibly the world's oldest schlemiel gag. (Or schlemazel - one of them, anyway.) In old vaudeville and Borscht Belt skits, the schlemiel is the one who spills the soup on the customer, and the schlemazel is the customer on whom the soup is spilled. The schmuck is the guy downstage who laughs at them.... (Some other examples of the form here..)

There's no way of knowing if those loser jokes are older than Job or modeled on Job, because of the nature of jokes (people tend not to preserve them in texts for thousands of years). But everyone loves a loser - look at Nick Bottom in "A Midsummer Night's Dream," or his ancestor, The Golden Ass of Apuleius.

Job is a good guy who suffers horribly, and then his friends (who are misguided - he calls them "miserable comforters," which is funny on its face) tell him everything he's done wrong to deserve it, and then he asks God for an accounting, and God spends a few chapters schooling him for daring to speak up (and, of course, preparing to take the friends out for getting it all wrong).

Northrop Frye agrees that despite being filled with awfulness, the book takes the structure of comedy:

So, reading the Book of Job, we are reading a drama which has always been classified with the world's tragedies, and yet it is technically a comedy by virtue of the fact that everything is restored to Job at the end.