I've often wondered. Apparently, so have a few other people.
From the Atlantic:
John Caples, the legend in direct-response advertising who wrote the
famous "They laughed when ..." ads, had strong feelings how to sell
stuff with jokes. And his feelings boiled down to this: Stop trying to
be funny. "You can entertain a million people and not sell one of them,"
he said. "There is not a single humorous line in two of the most
influential books in the world, namely, the Bible and the Sears Roebuck