The joke is that Stephen is talking about “closest” in terms of genetic similarity, and “relatives” as in genetically similar species, not individuals. His genetically closest individual relatives would be his parents/children/sibling obviously. Pig thinks that he’s talking about “closest” in terms of physical distance, and “relatives” in terms of individuals.
@AgingStoner:
“Get an education please, before you make a monkey of yourself on the internet.”
Your comparison offends poo-flinging zoo monkeys everywhere.