A swing and a miss.
Explaining a joke tends to kill everything that was funny about it in the first place. As E.B. White put it “Explaining a joke is like dissecting a frog. You understand it better but the frog dies in the process.”
So if you simply don’t get a joke you’re usually out of luck. Now, with the prevalence of the internet in every aspect of our lives, jokes are coming thicker and faster than ever and the opportunities for missing jokes has increased right along with it. Add to that the fact that people tend to act like self-important know-it-alls online and you have things poised for hilarity when these blowhards publicly misunderstand a joke and wind up with digital egg on their faces.
The schadenfreude aspect of watching someone be obnoxiously oblivious is so satisfying that it has its own section of Reddit known as Woooosh presumably named after the sound a joke makes when it flies over someone’s head.