Jokes and "banter" like this really frustrate me. Often I can't tell whether or not a person is joking, but even if I do know they're making I joke I rarely know how to respond. It's annoying, because people who know me well know I have a great sense of humour, but the people who joke with me in this way assume I'm boring or unfriendly.
We have porters at my university, who often joke around like this with the students, and I feel like I'm missing out on some kind of bond with them because of it. I don't know if anyone here has played the Sims, but I conceptualise relationships in terms of the green relationship bars in the game - I can see people around me having positive interactions when joking like this (as well as in other ways, of course) and the little pluses are appearing over their heads, but the majority of my interactions, even when I try to emulate other people, result in no response or even negative results because I don't respond appropriately to people's jokes and it comes across as me being aloof or not liking them.
All that aside though, I don't think it's at all unusual to get jokes some times and not at others. It's like wordplay games that rely on your understanding multiple meanings or senses of a word: sometimes the intended meaning of the word is very obvious, and sometimes you can't see it until it's pointed out to you. I think understanding jokes is very similar in principle.