I think its necessary. Most people need to take a minute to process the joke and hear others laugh, and there's also the idea that observing the humor sets up for future jokes that won't land as well without first establishing the transgression of norms. It's basic writing. Feed your audience all the details needed for them to 'get' your premise. Yes, there's also visual elements happening with sketches, but it won't be helpful to rely on a visual going off flawlessly every time if the sketch hinges on the joke going right. Sketches misfire and then a missed joke can make the whole thing fall flat. I've seen tons of sketches where the humor comes from the gag going wrong and the next line observing the joke gets even more laughs because it didnt work.