The key to this is the way Maxine takes the curse of it by wanting to know who Malkovitch is. It's like she's giving us permission to accept the insane premis by skipping over that bit to the really interesting (to her) part - what's he been in? i also like the meta-joke ie what the f**k is malkovitch doing in this strange little film. Plus a nice observation on how women have a brilliant knack of taking a converstion off course - especially of it's a guy talking.

What Joe is referring to is what might be referred to as the "Rule of Funny". Similar to "Rule of Cool" and others, it's the idea that you can get away with almost anything as long as the audience perceives it as funny, etc., enough to balance out the unbelievability. The more unbelievable, the funnier it has to be. It's also a great way to change perspectives and add punch to a script. If you are stuck with something that feels forced, try and see if you can make it really awesome, or really funny, and the audience will not only accept the exposition or whatever, they will love you for it. It might even become the most memorable part of the movie. For example, in Back to the Future III there's the scene where Doc is explaining how the final plan to get home is gonna go down. That model they built is cool enough and active enough that we don't care about him completely explaining every detail. We have something cool enough to look at. And of course Doc is funny anyway, so that helps.