we have a comparable (but perhaps juicier, as is so often the case with Jewish wit) saying, which of course is funnier in Yiddish
- isn't everything? - but translates roughly as: "when someone says your sister is a whore, try proving that you don't have a sister!". It refers to the paradox
ical situation we sometimes can find ourselves in when people make unwarranted or unkind assumptions about us.
The conversation can sometimes go in very funny and frustrating directions before we notice that it is in fact being derailed by the other person's stupidity. It happens to me all the time, because people in Europe have so many preconceptions about Israelis and Jews. Most often it happens when people tell me Jewish jokes; they always have a strong expectation that I will either absolutely love it and think it's the cleverest thing ever, or be totally offended and get angry. This really affects the delivery (offhand and careless in the former case, sly and arch in the latter) and usually means I just stare at them blankly, as you would do at someone who's just bombed horrifically by telling you a really bad joke - or more often ruining one you've heard before.
But here's the part where it's my sister who's a whore - because my reaction confounds their expectation, it's essentially the "mu" of the above writeups, I always end up being somehow at fault for the fact that Gentiles can't tell Jewish jokes. So here is a person who's told me a joke, possibly with an expectation of actually offending me, thinking that I am rude, because I didn't force a laugh. Oi vey.