They're not the same. Gravity's Rainbow is downright lucid compared to Finnegan's Wake. Given Joyce was known to be something of a troll, as we would say today, I would not put it past him to have written Finnegan's Wake as a prank.
The fact an artist can be a bit of a troll sometimes adds to their work… just look at the partially shredded Banksy and how it was still worth lots of money since it was clearly the artist’s intention to have it shred… I’d argue that the shredded pieces would probably have retained just as much value if it had fully shredded since it would have been relatively easy to reassemble…as it’s a known artwork not unknown dense text.
I also wonder if the fact that I found Gravity's Rainbow much easier going has to do with the fact that the culture I grew up in is much more like the one Pynchon grew up in (northeastern USA, mid-to-late-20th century) as opposed to Joyce's origin in early-20th-century Ireland. It's not _that_ much of a difference in terms of years, but I don't think I need to tell you that the 20th century was, as a rule, a very busy and chaotic time.
It's an interesting point about trollery being part of the art--I guess you could classify it as one of the performing arts like dance or theater. Maybe its closest relative is stand-up comedy.