Is it safe to say that men and women equally have almost no sense of humor, on average?

It depends on how low-brow the humor is--90% of the population is just above retard level intelligent, so if you can appeal to that you can provoke some enjoyment out of them; otherwise, there is no playful sense about them--they're going to get confused or aggravated as you've seen here. Or, you could always bribe them with money, sex, drugs, or alcohol--these things always work to lighten the mood.