I find that asking people to explain “hate jokes" can work in two situations. One is if the person hasn’t really thought through the implications of the joke themselves. Sometimes people who don’t belong to the group the joke is targeting seem to get that it’s a “dirty" joke and tell it because they want to tell a dirty joke, but they honestly haven’t thought about the effect on the target group. If you ask them to explain it - especially if you have some kind of friendly relationship with them and belong to the target group - they’ll often realize why the joke is problematic, apologize, and hopefully think harder in the future.
The other is basically when someone is telling this kind of joke in public to communicate hateful things about a group while trying to remain “socially acceptable", and it would NOT be socially acceptable for them to state the prejudices and assumptions behind their joke in an overt way. Essentially trying to prevent someone from expressing hate without taking responsibility for it - in theory they’ll either have to stop telling the jokes or admit to the opinions they hold.
This can work - if you have a good idea of what the person’s intentions are behind the joke and you won’t be unsafe if the person gets angry at you when they interpret your questions as a criticism of their actions. Especially in the second case, I wouldn’t expect the person to believe you actually didn’t understand the joke.
That makes sense.