People of humor are always in some degree people of genius.

It's easier to sit there and say you don't like feminists because they don't have a sense of humor.

I've met a lot of people who've lost their jobs and they still have a sense of humor.

I don't understand how somebody wouldn't have a sense of humor about themselves.

There is also this benefit in brag, that the speaker is unconsciously expressing his own ideal. Humor him by all means, draw it all out, and hold him to it.