The “Friend Zone” is not a real place. In fact, it’s barely a “real” concept with any impact on the world.
Someone somewhere was rejected by a lady he thought he had a shot with. Later, to save face and still think he was somewhat involved with her, he coined the term “Friend Zone.”
Basically, it means not having sex with a woman you know but still being permitted to see her in another context? It’s dumb.
These jokes are about how dumb it can get.