I can testify that they indeed do.
I am not sure if it is the fact that I am a foreigner or if they just pull everyone's legs but believe me when I say get a lot of jokes pulled on me.
A sense of humor, nodding, and a constant dumb smile on my face gets me through many situations.
I had a big laugh with the head guy of my local police station today.
I finally renewed my passport. After enduring official police procedure for an hour, my ability to detect jokes was not at its top condition. The official-looking policeman asked,
"Shu biddik?"(what do YOU want?), in a very staunch unforgiving voice.
me:"I want my visa renewed."
official-looking police man:"la'a (no)."
me:" an jad?"(really?)
he laughs and so do all the other men in the room.
me:" bimzah?( joking?) he nods. Haram aleek!"(Shame on you)
Knowing the word joking in Arabic has a been very useful in my time in Amman.