Eliza's comments reveal two things: that English humour developed among a circle of boozers in the late 16th Century (Robert Armin, Foole upon Folie, being the birthplace) and so never made it to the Continent until afer WWII (Astérix in French setting a decent norm, far better than the English translations), and that it never made it into female circles either - it requires timing in the punchline. Learn your jokes like you would a song, with beat and emphasis to misdirect until you strike mercilessly in the punchline. Don't empathise with the audience too much or you'll signal the punchline irrecoverably. It's all about the "how the hell did I miss that one?".
Like telling the jack-the-lad who routinely pursues anything in skirts that he should polish the body-armour he sometimes wears (for reasons) - that way he can claim to be her knight in shining armour, and then follow up by offering to show her his helmet...