A funny Russian joke that I probably won't translate well

A funny Russian joke that I probably won't translate well

Some guy is walking a goose on a leash in the middle of the Red square. A cop walks up to him and says:
-You can't walk a goose here.
-What's wrong with the goose? There are pigeons all over this place.
-The pigon is a symbol of peace.
-But neither does my goose want war.