EC Stoddard suggested that the difference between jokes and the opera is that one has a pretty good idea what to expect of the opera, whereas jokes often take us by surprise. We might be less inclined to give our consent to the "story of the joke" if we knew where it was going.
That may be so. Though I wonder about those who saw The Marriage of Figaro for the first time, or for that matter, those who heard Beethoven's Ninth Symphony for the first time. I'm sure they didn't know what to expect, and some were probably shocked, in their own ways, by what they heard and saw, and some might not have given their consent had they been forewarned.
Of course, a good joke, like a good opera, or a good symphony, is just as good each time you hear it.
Language is about communication. Communication is more than the conveying of facts: it is about ideas, persons, incomprehensibles. The joke about the adulterer who forgot where he left his bicycle is just as much about his hypocrisy as it is about the surprise of "where he left his bike." It is about human nature, human weakness. We laugh at ourselves, even as we are shocked by our sins.
We just need to be careful that we don't intend to trivialize weakness and sin.