Many of them are, many of them aren't. Largely due to the passing of time, jokes that may have been a hit when these were written just aren't funny in today's society.
Alternatively, and also very true, even the greats have bad works. Not every piece will be popular and funny.
In this case... Yeah, I'm not getting it either. Could be a piece about altered expectations. One would expect classy/classical music in a big home like this, blues just wouldn't be "right" in this scenario.
That one is pretty good, and surprisingly I hadn't seen it yet!