I really didn’t know how to react.
Stunned silence seemed best, when I finally stopped waiting for a funny punch line.
Yikes.
To me, that's the surreal aspect -- you think she's lining up a joke, or a wry observation, but no, she's just rattling sh*t off the top of her head, kind of a broken stream of semi-consciousness. You're left wondering if you missed something, but no, you didn't.
There are so many of those instances captured for posterity. Someone with more free time than me should round them up and make a blooper reel. Except, of course, they aren't bloopers, they're the delivered end product.