Of course they do. One can look back to Goethe's little rhymes, some very funny. We have a first edition by the marvelous Wilhelm Busch. Many more names could illustrate.
My bride and I speak German. The point of the joke about the shortest book in the German library being a collection of German humor is that it is a German joke. I heard it there. The point of this thread, of course, is not about German humor, but about the non-joke perpetrated by the idiot, Merkel, for her "wir schaffen es."
Islam specifically has a historical behavior properly called Hijrah, or Hegira, in which this supremacist ideology pretends to "immigrate" in Trojan horse fashion until.... Which is not funny. Western Leftists think they have found an ally in parasitic Islam, which will of course be once again proven tragically fallacious.

Oh yes.
Hijrah may also mean „voyage“ or „ pilgrimage“. Yes, but in this context, you are absolutely right 🙂
And the problem with most German bits of humor is, if you ask me, that it doesn’t work in translation…
Some jokes, however, are very dark- as a German, I would say that many of us are as melancholic by nature as the Portuguese are - myself included 🙂
Have a very blessed Sunday 😀