The One Piece isn't real.
Roger laughed because he realised it was a wild goose chase, he got pranked, it was all futile.
Seriously though, its probably about the Void Century. Saturn is trying to kill Vegapunk and ordered his asssassination and the Buster Call because of VP's research into the VC.
I just wish Oda could have spun this into somehow Sabo and Dragon showing up and using Punk Records to broadcast Imu's existence and the false empty throne to the world. As well as the truth of the VC, why Ohara was destroyed and how it was innocent all along and so on.