To really not appreciate this sort of "humour"?

[Soyamilkisniceintea]

I know a few people who do it - not know well but it seems to be a type of person.

You ask for something to be polite but it's perfectly reasonable - 'could I have a carrier bag please?'
They look at you poker faced and say 'no.'
You wait.
They break out into a grin and say 'course!'

I know it's meant harmlessly but I hate it. I feel like such a twat as I stand there waiting for the 'punch.' AIBU to wonder why the fuck people do it as it isn't funny!

YANBU. Dh and I had this a few months ago. Went to our local community theatre type thing, an acquaintance (don't know him particularly well) works there on the door. As we walked in he shouted out "Oh, don't let these two in" We were there was an awkward silence while all the other door staff looked at us, looked at him quizzically, looked back at us until he mumbled "Errr, only joking". We were mortified. Twat.