That’s not a “sophisticated” thing; it’s dialect. Americans generally don’t use the term ar se (sorry for the spacing, auto-censorship and all). If it was commonly used, then it would be instantly funny to far more of us rather than having to think about it. I’m sure we have many terms Brits (and Aussies, along with others) don’t commonly use and therefore wouldn’t immediately see the pun and find it humorous. It wouldn’t be due to sophistication or a lack there of, but rather being a term that’s not easily thought of.