Surprise!
If you understand the context of this joke, which you might if you have spent any significant amount of time in the UK, you will find this one to be particularly humorous. Because this isn’t just any bag that got caught up in the wind and flew right into this guy’s face; this is a bag from Greggs.
Greggs is a well-known bakery that epitomizes the traditional British high street; it can be found on virtually every corner in England and appears to make an appearance in both the news and the everyday lives of people far too frequently. Therefore, the fact that it would make this unexpected appearance on live TV merely serves to make the situation even more hilarious.