Reasonably, a selection of Duke of Edinburgh-blunders ought to be properly side-splitting.
He has indeed let a great number of gaffes slip out over the years.
Trouble is, there is no way to know for sure he is joking. For all I know - which, admittedly, is precious little on his subject - he may just as well consider it appropriate to ask someone "You ARE a woman, aren't you?" or say "It looks as though it was put in by an Indian."
To conclude, most likely his recent retirement was a perfectly good thing.