At first I thought it was some kind of patois. Same as below, must have seen it ten times before realising.
It's not really a joke, it's just an example of the intensely different writing that went into Brass Eye, and how every line of dialogue was mined for potential subversion/creativity.
Well it's a play on words with a set-up and punchline, so I think it's a joke, just a pretty unique one, as you say, cos of the writing. I'd be interested if any of the comedy historians on this board can trace a lineage for the influences on this joke.
The crucial thing though, is that it's a play on words in another language than English, so it expects some knowledge and understanding from the viewer. Even then we have to work a bit to get it. Morris has form on this of course, there's whole sections in French on his radio shows.
But what else comes close to this gag in Brass Eye, for single line compression and ingeniousness?