Jokes are generally based on reality, which is why they make us laugh. However, jokes also can show us the other side of that reality, whether it is a different viewpoint or a perspective. Clever comedians will highlight both of those sides and point out not only the differences, but what makes it similar, as well.
You do not need to understand why the comedian is telling the joke or even how he is, in order to find it funny. Comedians may stay centered in one social background but many have the ability to cross those boundaries and have fans in many areas.