Did i ever tell you the definition of insanity?

But the thing is, I still don't know where is the humour coming from in this comic.

The only reason why it's funny to me is because if you've played Pokemon, you would know the concept of the game has never changed since the beginning of it's release in the 90's. The comic is taking this point and defining it with insanity.
If you really think about it, it's a little crazy that the same people, who have been playing this game for over 10-15 years, go nuts for Pokemon games when you're basically doing the same thing over and over again. That's insane.