edit: it isn't even bankers humor, it is just general office humor. you wouldn't recognize it if you haven't worked anywhere.
It's not about whether people can have a joke, it's that people of that mindset should not be anywhere near global levers of capitalism.
Like they shouldn't be air traffic controllers, or have national security clearance, or judge legal cases.
However the point in this particular scandal is that the two groups should not have been talking to each other, let alone joking.
edit: it isn't even bankers humor, it is just general office humor. you wouldn't recognize it if you haven't worked anywhere.