I'm going to let a friend know that I don't remember their joke
What is your reason for telling a friend this?
Because I don't like jokes. I believe jokes only make you laugh sometimes.
It's okay to be honest with your friends regarding jokes. This way, they can remind you of the joke for the future so that things won't be awkward.
I don't think they will remember it anyway.
Honesty is normally the best policy. It is great that you were honest with your friend about not remembering the joke. I do not think they will be upset  with you.