As a foreigner in The Netherlands (were, unlike say in the US, there really isn’t any expectation that foreigners have good knowledge of the language) I would often play the “I’m just an ignorant foreigner” card and purposefully misinterpret an expression for humouristic purposes.

So what I’m saying there is that maybe one of the sides of this story genuinelly believed it: when you’re the one playing the “ignorant foreigner” game, it’s the native speaker’s shocked reaction that makes it funny.