The thing here is, there is no joke. There is no associated story or explanation necessary for appreciating the artwork. The artwork contains the whole of what the artist intends to deliver.
We've got this weird situation where people can't just look with their eyes and hear with their ears. For them it's all about thinking. They want something to think about. They want a story/joke/explanation. For them the action is all in their head.
It's almost never self-contained. At the most basic level, if you don't know the language, writing is just meaningless scribbles. Scales and chords have no particular meaning by themselves. Associating a major scale with happiness and minor with sadness is something you learn.
It's nice when you can get the joke without it having to be explained to you, but that just means you share enough culture to get it, where a foreigner wouldn't. It doesn't mean you're smarter, it means you happened to have the education needed.