My brother in law served a mission in Mexico. One letter home (old days, writing on actually paper) he started going into how he had met this fabulous Mexican girl, wanted to make her happy, and therefore had decided to marry her [turn page] to her fiance. My wife said her dad just about had a heart attack prior to the page turn.
#1 prankster. instant classic!
How do you know? In these very-male domains, people aren't supposed to acknowledge it even when they are offended. If a Mormon stepped up and said it wasn't funny, you'd tell them to grow a thicker skin.
Unless I'm looking for a useless discussion, I'd probably say: I'm sorry you feel offended by my joke!
At the same time I'd think: I don't care you don't like it and chuckle because the person most likely hasn't paid enough attention to what I said to grasp that I said 'I feel sorry for you' in a way that expresses pity and it sounded very similar to an apology while it wasn't one.