Oh dear, this is what we call 'double edged humour' that is not only hilarious but quite deadly! In Canada, we are probably too polite to make jokes like this but it is nice to know that in Denmark, such things are not only allowed, but encouraged!
It is, very much so.
So are jokes about handicapped, race, religion, death and so on. The more non-pc the better.
Mange tak yet again Muhler! (is it true that there are hundreds of ways to say 'thank you' in Danish?) Your translation tells me that my next project should be to arrange a year in Denmark as an exchange student/teacher so that I can learn the language, as I like your sense of humour very much indeed!
Should that ever happen, expect constant irony, dark and non-pc humour.
Quite a few foreigners are shocked when first facing the daily banter and jokes on a Danish work place.
But if such jokes are told to you or at least around you and especially if you are teased, it usually means you are accepted. So that's a compliment.
I don't know how many words there are for thanks in Danish, in a way it's just like the word please, which we don't have an equivalent for, because it's built into the subtleties of the sentences and intonation.
Example:
Vær venlig at hoppe ud af vinduet - Please jump out the (tenth floor) window = That's a polite order.
Vær venlig at hoppe ud af vinduet, tak - Please jump out the window, thank you = A polite order you'd better obey because I'm really annoyed with you!
Hop ud af vinduet - Jump out the window - A command.
Vær sød at hoppe ud af vinduet - Be sweet and/please jump out the window = A polite request, usually among female friends. (Said to a man by a man it would be a joke).
Vær
lige sød at hoppe ud af vinduet = Please jump out the window = Now it's even friendlier request, usually among female friends. Inserting the word "lige" will turn a polite or unfriendly request into a friendly request. The other way around if you omit it.
Vær rar at hoppe ud af vinduet, vil du ikke nok - Be kind/please jump out the window, please/won't you = now it's a request in the form of a plea.
Vil du gøre mig en tjeneste og hoppe ud af vinduet - Will you do me a favour and jump out the window = A polite request most will be willing to do to out of politeness.
Gør mig en tjeneste og hop ud af vinduet - Do me favour and jump out the window = Before I kick you out myself! An unfriendly request.
Gør mig en tjeneste og hop ud af vinduet, så er du sød - Do me a favour and jump out the window, that'd be sweet of you = Now it's a friendly request, usually aimed at children.
And so on, and so on and so on. I could continue with at least twenty more examples, none of them directly involves a word like please.
And you now know why Mary and our Marie sometimes must have gone to bed with a blistering headache...
It was my pleasure, dear ladies. 
