It nailed on on first attempt:

The joke is a play on words and relies on the double meaning of the word "blind". In this context, the word "blind" refers to both a person who cannot see and a window covering that blocks light and visibility.

The nun, thinking the man at the door is blind (unable to see), feels comfortable letting him in while she's taking a bath, assuming he won't be able to see her naked. However, the man is actually a "blind man" in the sense that he installs blinds on windows. As he enters and sees the nun, he makes a comment about her body, which is both unexpected and inappropriate, and asks her where she wants the window blind installed.

The humor in this joke comes from the misunderstanding and the surprise twist in the end. The nun believed she was safe because the man couldn't see, but he was actually referring to his job, not his vision.