If anyone thought the beginning was awkward:
The ambiguity of the situation is an example of when the joke doesn't translate very well into English.
In Japanese, the (sexually) suggestive version of "to come" is 出る (deru), which translates to "to get out", "to leave", "to exit".
Also, Japanese is one of the languages where the subject of a sentence is implied in the verb (the action).
So the Japanese can say: "出る" and mean anything between "I'm leaving", "you're leaving", "he/she/it's leaving", and so on.
In this context "come" doesn't fit very well, but "get out" does. Except then we'd lose the ambiguity and the joke.
That's why the joke felt awkward. It simply didn't translate well into English.
Just in case anyone needed yet another reason to learn Japanese 😉