Man, if there's one single stereotype that has been proven a thousand times over in my years as an expatriate in Asia, it's that with maybe a few exceptions, Americans CAN NOT take a joke at their own expense.
I was picking up the kids from school today, and was talking with two other dads with kids in my son's class. The topic of going to Singapore came up (which is very common, as it's the closest country to fly to for a visa run), and the following conversation ensued:
Dad 1: "I don't even like going to Singapore anymore - I mean, if you want a beer, nevermind the prices at restaurants, even if you want a beer at the convenience store, it's $6 for a tallboy!"
Dad 2: "Yeah, if I were back home (Colorado), I could get a 6-pack of Budweiser for that price!"
Me: (making it obvious that I'm joking) "Yeah, but the downside there is you'd then have to drink a 6-pack of Budweiser!"
Dad 2: (visibly offended) "Excuse me, I LIKE Budweiser"
Dad 1: (also visibly offended to me) "I also like Budweiser, ok? Is that OK with you?!?"
... and then I was excluded from any conversation for the next 20 minutes until the kids were ready to go home. End scene.
I totally understand why British humor has never really caught on in the US.