My serious take is that

1. I think you're talking about furries. The sorts of people who construct stories about themselves and live in them. They don't see a difference between living in their story or the larger, more popular story constructed by other people (social norms). It's not that they can't read the room; they don't want to.

2. People who take their fantasy that seriously for extended periods of time don't often come up for air. They afford themselves little time to pull back their consciousness camera far enough to see themselves existing in the boring story of social norms. They dont often think about the differences and the ironies and all the other things attending to their "weird" behavior in the context of other people.

3. People who can't see differences and ironies of their behavior tend not to think about what they are doing as "funny". "My behavior is humorous? Compared to what?"