The joke is he’s using his wife as a ‘for example’
and Henny phrases the joke:
“Take my wife... please!”
So you think he’s using her (the wife) as an example but then he switches and says please = a surprises, which creates a laugh.
Your wording of “Somebody take my wife, please!” not only isn’t Henny’s joke it kinda kills it.
:-)
Well that finishes my try at being a Borscht Belt comedian,