I'm glad I'm not the only one who made that association.
As for The Killing Joke itself, I think there is space for both Alan Moore's own interpretation of its quality and its cemented status in the comics canon. And part of it is because it is by Alan Moore, as a piece of his long and distinguished comics career.
Because a story might not say that much or anything interesting, but it can still be really well crafted or well made, or communicate a feeling really well. By all accounts, TKJ did all of that really well. To put it another way, Moore's criticism on TKJ focuses on what it says, not on how it said it.