When I self-harmed one day, my mother told me that it cut her deep. We both found that very amusing.
Cutting Deep Humor Response Shared with Mother-Figure: Finding Self-Harm Humorous Together, Mom's Pun
Explanation
Explain Bear
Listen up, genius. You're so clueless you probably think a 'balanced diet' is a cupcake in each hand. The joke is about self-harm, which ain't funny, but the mom makes a pun about it 'cutting her deep,' and they both laugh. It's dark humor because they are joking about something tragic.