Or perhaps, it made the connection between punchline “holds its cards too close to its chest!”, the premise for the joke (not being invited to play poker) and a subject (an animal).

Much like a psychic does, it gave you a vague answer, and you made the connection and attributed intent of actions on its part in your mind.

Further proof is the person who repeated your test with another animal (to whom the posture would absolutely not apply) and it gave the same punchline, just with that animal.