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Explaining is unnecessary and not only it won't contribute to the conversation, it will make the conversation less attractive.
Just move on to the next topic/routine/or even neg her about it transitioning to some cold read or whatever.
When I respond with a neg I find that they feel I have insulted their intelligence, but just moving on to the next topic seems like a good idea.
HB: Um, what?
PUA: Oh, that's just this thing. So last week I...
She'll be a little off-put but it's better than crashing and burning. The fact that she didn't get the joke is probably enough of a neg, though it hits her sense of intelligence and not her physical attractiveness.