Even some of the puns in Shakespeare's plays have become lost due to language and social change. I would not be surprised if a bunch of the old jokes, especially the apparently non-sensical ones, are puns or have punny elements.
There are some renditions of Shakespeare's plays with pronunciations from where and when they were written. It recaptures some of the puns and jokes that are not apparent in most modern accents.
Shakespeare didn't recoil from putting puns in the titles of his plays either! For example, "nothing" was a placeholder for ladyparts (no-thing: the absence of the 'thing', the thing being, of course, the penis).
And so, "Much Ado About Nothing" doesn't really mean "a lot of fuss for no reason". Or maybe it does, but it carries a strong double entendre: "make noise for the pussy".
especially double entendres or meanings more common in speaking language than writing language, or theater for Ancient Greek, might very well have been lost to time.