i think what you're trying to say here is that you didn't pay close enough attention and therefore didn't get the joke, and that when you asked what it meant - because you didn't know, because you hadn't been paying attention - you felt a bit foolish. so instead of saying, 'oh, ok, got you', you got the hump about being made to look like you don't pay much attention, and are going down a rabbit hole where you want to make people feel uncomfortable about using the joke rather than focussing on you being a thin-skinned humourless twat who doesn't pay attention.
have i got that about right?