If I were writing that joke, I'd avoid the word "came" entirely for precisely that reason. If I were performing it in a show and had to stick to the script, I'd shade the sentence in a way that took the emphasis off the word. (The key word in the gag is "father".)
That's just my opinion, of course. You tell your jokes any way you like. I'm just speaking from my experience as a Shakespeare actor, where a lot of my effort is finding ways to help guide an audience through a text that is well-crafted but intricate, and the real meaning is sometimes obscured.
Sadly it wouldn't work in the German translation. As "came here frequently" with would be grammatically correct (in German) as "came to here frequently".
"Hier gekommen" (came here) and "hier her gekommen" (came to here) differ. One would need to translate it more freely and that would probably loose the raunchyness.
"But my father often spent the night in Rome."
"But my father often sampled Rome's pleasures."
Or something alike.
Translation: Wouldn't work because it doesn't include the second meaning of "has come here many times". At least not if you wanted it to be grammatically correct.
Ancient Greece is sometimes associated with pederasty [0], where adult men have sex with younger (teen-aged) boys.
GP wrote:
> I don't think that would work in Greek.
IIUC, GP's point was that commenting the word "came" is ambiguous in English, but not in the joke's original language.
My pun was that there are two ways to interpret "that wouldn't work in Greek". The first being what GP meant. The second being that if a Greek man were to ejaculate when in Rome, it "wouldn't work" to father anyone, because it would be anal sex, and therefore unlikely to impregnate their partner.
[0] https://en.wikipedia.org/wiki/Pederasty_in_ancient_Greece
(Warning: NSFW content)
After a little more reading, I get the impression that while pedastry may have been common for ancient Greek philosophers, it may have taken a form other than anal sex.
IIUC, in their society, anal sex (with anyone, including women) was considered vulgar. At least according to their surviving writings; no idea about common practice.
Disclaimer: Not my area of expertise. I'm just going from a few additional resources I found on the topic.
I very much hope you chose that word intentionally.