I don't get it... Could you explain?

Well you see, since jokes are typically based in absurdity, applying systematic logic to them counteracts that and once the joke is explained, the person who it is being explained to will find the joke less funny than if they had just got it in the first place.

But what if the real joke is in the explanation?

"typically"

Marillion: "**** guys, why aren't we Genesis? I want us to be Genesis! Not that crappy eighties pop ****, but the seventies boring drony Gabriel-led art rock. Wahhh! Why am I named after a piscean?"

Iron Maiden: "You know, if we get TWO guitarists we can ... Thin who??"

Rush: "I can't write lyrics! I have to perfect this screech! Ah **** it, let the drummer do it: what's the worst that could happen?"

Slayer: Oh look, another post-80s Slayer album. Goodie.
Ke$ha: Your last two songs. *mic drop*
Manowar: Could someone give Eric Adams pants that can't be described as "assless"?
ICP: Don't really have to say anything here.

Lana del Rey: music for women in their 20s who still shop at Forever 21, make vague suicide threats on social media under usernames like "daddysbbygirl666" and repeatedly miss the point of the book Lolita

Meredith Monk: Pretentious gibberish that only elves and the restless dead can understand

Depeche Mode: Music for depressed, masochistic cornballs who love to bask in self pity and wear leather pants

Dead Can Dance: See above

I feel personally attacked!

Brant Bjork: Any importance I have as an artist begins and ends with my involvement in Kyuss.

Sturgill Simpson: I'm gonna try to make country music relevant by singing about psychedelic drugs.

Choking Victim:
See, the title is accurate to the listeners, because STZA Smells that bad.
On top of that, you'll also be a victim of his edgy lyrics.