I often thought Rorschach was considered by Moore to be a satire of "objectivism" and "dogmatism", but I think the joke is on Alan Moore:
He gave us a character that is satirical, but also quite the badass. And also the best part of Watchmen.
So, is the joke on us or on him?
Pretentious question for the nigh.
Pretentious and not-well-thought-out question. ;)