Here is another version of that story, as told by Idries Shah. He attributes it to the Middle Eastern Mulla Nasrudin figure, and gives it a metaphysical interpretation.

https://en.wikipedia.org/wiki/Nasreddin

A neighbor found Nasrudin down on his knees looking for something.

"What have you lost, Mulla?"

"My key," said Nasrudin.

After a few minutes of searching, the other man said, "Where did you drop it?"

"At home."

"Then why, for heaven's sake, are you looking here?"

"There is more light here."

According to Shah, the German clown Karl Valentin (1882–1948) used to act the story out on stage.

https://en.wikipedia.org/wiki/Karl_Valentin