In Roosh V's Bang he describes the following routine. I reproduce it here verbatim because I think you need to do that in order to understand it and my problem with it.

First, set up the routine by asking a question that shows how you and your target are different. Because I like cats and most girls like dogs, I ask a girl, out of the blue, "Do you like cats or dogs?" If she likes cats like I do, I postpone the routine. But if she says dogs (most do), I appear disappointed and say, "Oh, really. That's not good because I really like cats." Then I begin the routine: "I have some good news and some bad news. The bad news is that I don't think it's going to work out between us. We're going to have to break up." Have a disappointed look on your face.

The average response will be laughter, but sometimes the girl starts role-playing as your newly-dumped girlfriend. She'll say, "Oh, no, how am I going to go on with life?" You'll continue: "I know it will be very hard for you to move on because it will be impossible to find a guy like me, but I'm sure as the years go by, there may be a guy who is a suitable replacement." Another thing you can say is, "I know we had a lot of good times together, so this really wasn't an easy decision, but I know for me it's the right thing to do." Then, once you've passed the role-playing peak,hit her with the good news: "But then there's the good news. Yesterday I saved a lot of money on my car insurance."

The problem is I don't understand the punchline of the routine at all. Why is that supposed to be funny? Is it an American thing?