The joke that cannot survive a simple question may be carrying more than humor.

A remark that collapses when somebody asks what was meant by it was doing something other than being funny. Humour offers deniability: a thing can be said and then unsaid, and whoever objects looks humourless rather than accurate. The tell is not the joke, it is the reaction to a plain, unaggressive question. Real jokes survive being asked about.

If a question of yours produced that reaction, you probably heard correctly, and you are allowed to trust it. If you were the one who made the remark, ask what it was carrying before deciding it was nothing. The plain version is usually available and usually better.