Is Humor Culture-Bound?

I'm asking this because I told a sex joke to a Vietnamese, Cambodian and Burmese and they did not laugh:
In a massage parlor in Manila, the attendant asked the customer: Sir, high or low?
Customer: Ha? I thought the choice is only lotion or alcohol? What's high or low
Attendant: Sir, high means titihighya ako while low means lolowhod ako.
No laughter. Why? This is what Shiva, our Malaysian feminist scholar, called the high and low media. Not funny? Hmp!