In this joke, what should the Dwarf have said?

Link to joke

Context: the party is traversing a mountain pass in a blizzard a la Lord of the Rings scene. DM has everyone roll the dice to see if they don’t fall down the cliff, and dwarf warrior in heavy plate armor fails the check.

DM: Heavy gust of wind pushed you off the path. You slip and fall off the cliff. What do you do?

Dwarf: I flap my arms really really hard.

DM: Seriously?

Dwarf: it’s not like I got better options.

DM: ok, roll the dice.

Dwarf rolls natural 20.

DM: …

Party: …

DM: roll again.

Dwarf rolls another 20.

DM: …!

Party: …?!

DM: …sigh. With astonished look on their faces, the party behold a most miraculous sight. A dwarf in heavy armor is slowly rising up in the air above the cliff edge by flapping his arms really really fucking hard.

I laughed really really fucking hard when I first saw the joke 😀

But more seriously: what did the DM expect the Dwarf to do? It seems to me that the Dwarf simply doesn’t have any options (the player said as much), but in that case, why didn’t the DM just say "you fall to your death"? Alternatively, given that the DM has already asked "what do you do", what should the Dwarf have said/done? I imagine the player can’t just say "I fall to my death".

I’m trying to understand the interaction between players and the DM in these perilous situations. Either person might not see a way out for the player, but the other might. What should one do then?