talking of greeks, it seems worth mentioning laconic humor. The "if"[0] thing is still funny after centuries, imo.

[0] https://en.wikipedia.org/wiki/Laconic_phrase#Uses

"Nuts."

The ancient Egyptians had a sense of humor. The problem is that ancient Egyptian literature is usually only read by people who are learning the Egyptian language. Wenamun is a comedy of errors. Setne Khamwas contains slapstick. Hathor's rampage across the earth in the form of Sekemet is ended with massive quantities of beer dyed red.

How do we know the Egyptians or the Romans had no sense of humor? A lacking written record proves only that: a lacking written record. Can you imagine a society w/o laughter?