It's a common trait of someone's "Midwestern sensibilities" to have a dry wit about them. Also, things like talking about money or yourself are considered a part of a midwesterner's sensibilities. A dry midwestern wit can be found in people like the late Johnny Carson, Jack Benny, Gerald Ford, or the very much alive Dick Cavett (best example). It's much the same as British people being known for their dry humor (that's 'humour' to them)...certain subcultures like a joke you have to think about the punchline. Midwestern dry humor is a pretty common reference.
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