Can't we laugh at ourselves .....
No.
Because you're laughing at something a person has no control over. The skit was designed to dehumanize trans women, make out that we deceive men and that finding out someone is trans is something to completely overreact about.
This is why trans people have problems finding housing and employment - because of shit like this.
It was also pretty much the oldest trans joke in the book. Even if I were not trans, I wouldn't have laughed. It was obvious and about as clever as farting whilst pulling a stupid face.
I can laugh at myself, but it has to be funny.