It's possible that'a a single entendre. You have to read enough 20s humor to understand that gags like these were meant to appeal to people who had a rudimentary grasp of wordplay. You say: They couldn't be that unfunny or obvious, could they?
They could, and they were.
French Humor!You know what that means. Sex jokes! Mebbe real nekkid girls from Paree!
Well, let's see.