It’s basically like an ellipsis. The punchline has been delivered, that this “game” is just imprisonment, but to actually describe imprisonment, you’d need a lot more sentences.
It is interesting, that it doesn’t use “…”.
I guess, you’d write “…” when a thought is somewhat complete, whereas here, it’s specifically a run-on sentence that’s being cut off.
The punchline goes a bit further than just imprisonment, see the Stanford Prison Experiment