Near the end of our humor episode, I threw out the truism that humor tends to deal with something we're uncomfortable with, like death, sex, or embarrassment itself. The example I gave was of someone like Ed Conard making jokes about being rich. Now, I've since seen Conard on the Daily Show, and while he was good natured enough, I see no evidence that he would have the self-awareness to make the kind of joke I had in mind.
My point, though, was that someone who did feel properly weird about being in his privileged position, yet also simultaneously feeling like he worked for it and deserved it, could make a joke about being rich that would in effect be toying with his ambivalence. "Why don't you get the big bucks like me? I guess God must hate you, what can I say?" In our age of irony, a guy like him saying something like that is compatible with his a) being a total bastard, b) being a nice guy who realizes the absurdity of inequality, c) being someone who thinks that the inequality really is deserved, but that life is fun and you should make light of things, and/or d) being someone who thinks that we all walk together in this crazy world, and those are the breaks, so get used to it. So really, if you're the kind of person who gets irony (and doesn't think, say, Sacha Baron Cohen is a simple bully), then you'd know that you can't actually derive any conclusions about such an ironic Conardist. Maybe you'd have the right to say at least that he was the kind of guy who was comfortable with irony, but even that I'm not sure about; I used to read Dick Cheney like that all the time, but now I just don't know... Irony is not quite the same as simply having a dry sense of humor.
I've blogged about irony before, but let me add a new formulation: to use irony is to hold out something for inspection, just as an interesting thing, a hypothesis to reflect upon. In observation humor, this is of course explicit, but my claim here is that irony is not always just sarcasm or satire, where, e.g. you act like a dumb guy to make fun of being dumb. I think in some forms of irony, you're not really sure whether you believe what you're saying or not. Maybe you're stating some horrific potential truth that you couldn't admit to let alone actually consider outside of ironic context (e.g. the Conardist really does believe he's better than you, but doesn't really want to think of himself as an egotist, and so is making light of it). More likely, you're stating something that has at one moment or another rang emotionally true, yet it's not something you'd assent to on reflection (so the Conardist has some sort of ego issues, but is too reflective to be a full-on egotist).
Though this doesn't match Bergson's definition of irony ("we state what ought to be done, and pretend to believe that this is just what is actually being done," from Ch. 2), I can make my explanation work with his theory of the comic: an idea plucked from the context of real human motivation (because when we're "joking around," we're not saying what the situation actually bids us to) becomes this inert thing, inorganic. So while being arrogant is either not funny at all or only funny to an observer noting the disconnect between someone's arrogance and his abilities, someone can find humor in his own arrogance (or tendencies towards arrogance, or potentiality for arrogance) by holding it up for amusement, and the ironic form as I've described it lets him do that without actually taking a stand re. whether he actually has a problem of this sort or how serious it might be. Husserl called this bracketing of one's judgment "epoché."
So if you ask someone at the office, "how's your day going?" and he says "Oy! Kill me now!" then all you know is that there's some level of dissatisfaction there, probably not a suicidal one, just because most people aren't suicidal, but someone actually toying with suicide (who's not totally crippled by depression at that particular moment) might well make the same joke. Maybe the person doesn't know himself how bad he feels it to be, and irony allows him to blow off steam without actually coming to a decision about that. So there's the difference, really, between irony and epoché; the whole point of epoché is to drop your judgments to be able to see the thing more clearly, whereas irony can be used as a screen: we hold out our ambivalence without taking it on, because it's "just a joke." The hypothesis ("I am not really an egotist even though I kind of think I'm better than you lazy bastards" or "this day is bad, but not bad enough for me to really kill myself") doesn't get tested.