I don't think I would say he had no sense of humour - that would be pretty rare, I think - but that he had a poor sense of humour and that in most cases it was of an unpleasant nature. The trouble with making generalisations about Napoleon though, is that there is a lot of conflicting evidence and it is easy to cherry-pick.
The case you quote, given the peculiar nature of his long conversation with Caulaincourt in that journey (I've read it) sounds more like a fear-coping mechanism than a sense of humour.

Regards,

Susan