That’s a common occurrence and since “you don’t explain jokes” sometimes in a group one person says something, one other person starts laughing uncontrollably and all the others just look on confused and will never get an explanation. It’s often a test of who pays attention, who you are on the same wavelength with and who has the wit to register the joke.

People getting each others jokes, while others don’t, is quite often the basis for lifelong friendships.