That's not a joke, it's a feature that has serving its purpose. In the usual transactions, scammers can reverse transactions. There really is pros and cons on this that's why before making a transaction, should you check the addresses you're about to send first before doing any transfer.
@OP, maybe the exchange where you have sent and received it can do something with that so contact them unless they have already a warning and disclaimer that they cannot retrieve funds from wrongly sent transactions.