An article in the New Scientist reports on how different people react to jokes and the pleasure felt once we “get” a joke. One brain type called experience seekers, the kind of folks who seek out new life adventures, prefer jokes that that are nonsensical.
“The difference was most marked when the experience seekers viewed the surreal cartoons. Importantly, unlike the other subjects, their brains responded most strongly to the nonsense humour rather than the incongruity-resolution humour.”
The nonsense jokes of Monty Python allow experience seeker’s inquisitive brains more opportunity for exploration than the resolvable humor.

Art cred: Monty Python’s Celyn Brazier
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I like my jokes to be somewhat unresolved. I find that it’s more rewarding for an audience if they have a little something to work out for themselves. This is the difference between early Adam Sandler and someone like British comedian Daniel Kitson.
Also fascinating, Dean Mobbs, then at Stanford University, found that:
“Women take significantly longer than men to decide whether or not they find something funny [but] women show a greater response in the limbic system than men, suggesting they feel a greater sense of reward.”
Is there any truth to that? We may never know.