I’ve tried that strategy of pretending not to get racist/offensive jokes… in my experience it doesn’t work. It just leads to earnest explanations of why the stereotypes in the joke are true. With my coworker whose entire joke repertoire was offensive, I never did find a strategy that worked. I let him know repeatedly that I wanted him to stop, and he wouldn’t. All I could do to stop it was walk away (which with my job wasn’t always possible.) I quickly got a rep for being “stuck up.” :/
I suspect that this strategy might work sometimes when you’re dealing with people who aren’t intentionally being hateful. Some people think it’s ok to tell hate jokes because they don’t really think the hate counts if it’s in joke form. Maybe making those people have to notice what they’re doing works.
Other people are telling those jokes because they’re *intentionally* being racist/misogynist/otherwise hateful. So pointing out that they’re being hateful isn’t going to help – they know that, and they’re doing it on purpose.