I'm beginning to doubt if there was any humor there in the first place.

> When in Rome, do as the Romans do.

I mean if it had been a French city I could say that a pun about French Spacing is there in the joke. But Rome isn't a French city. So still very confused if and what the joke is.

French Spacing: https://en.wikipedia.org/wiki/History_of_sentence_spacing#Fr...