They always do with Pratchett. It's one of his charms for me, his ability to insert the depressingly real in a silly context, so you can acknowledge the grimness but still find a way to laugh at it.

According to Neil Gaiman, it's what made him tick -- there was an enormous amount of rage and anger at the way the world wags behind his writing (and I agree; this is one of the things that make his books resonate so much with me, too).