Three parts to the joke:
It's an aristocrats joke, as already explained. In essence, the joke is that those kinds of things in the act are nothing like what an aristocrat would do.
Secondly, the humour comes from how disgusting the joke can be made; admitedly, since it's the single joke, you miss out on the element of competition you get from several comedians performing the joke.
Lastly, no-one in the show understands what's funny about it, referencing the bizarre, alternative humour that most people miss, instead focusing on the grotesque nature of it.
