Yes, this is exactly what we need.
That's kind of my go-to, and I'd say about 20% of people overall don't get it. I hear "I can't tell if you are joking or not" all the time. I personally think both is a reasonable answer, but if we aren't able to teach people how such a sense of humor works, I don't have much hope for training an AI.
So typically, you say something, and someone understands that it is not serious, and they laugh at the point at which they realize you two understand each other.
Your style of humor is more evolved, in that it adds an additional step, where first they think you are not serious, and then they understand you are, and if they get it, they laugh because they have completed the path to a shared understanding. It may not be appreciated so much, because since the journey is more difficult, the listener may infer that you are trying to put down people who are not sufficiently quick witted.