He jokes about everything else. Later on Mr Bennet jokes about Jane's illness:

Well, my dear," said Mr. Bennet, when Elizabeth had read the note aloud, "if your daughter should have a dangerous fit of illness -- if she should die, it would be a comfort to know that it was all in pursuit of Mr. Bingley, and under your orders." (chpt 7).

I think that if Mr Bennet was suddenly transplanted to the trenches of WWI and ordered to go over the top, he'd joke about that too.