I don’t think it shows they are dumb. This is a certain kind of corny humor which simply needs a protagonist, and is intended good naturedly. I do hear Goq’s point that it might, perhaps, in some way, seem as though we are denigrating gentiles. So let’s use Rosh Yeshivas instead, because Rosh Yeshivas often say really corny things.
This is a true story: My Rosh Yeshiva was once pulled over for going the wrong way down a one-way street. When the cop said to him “You know this is a one-way street sir, don’t you?” he replied, in all innocence, “but sir, I was only going one way!”