I don't know, some of them (not all of them) tryied to be funny but the punchline was far unexpected. For example the woman. The punchline must be unexpected, to be funny, but then if you hear it you could imagine that person realistically saying it. But I don't know. We all have different sense of humor, so it could be funny to other people.
Edit: There must be some indication, that the person would say the words. Not saying something random just for breaking the expectations.
In this video is it very good described.