It is because you would normally eat a hot dog in the same way you would eat a penis, but this fellow - homophobic as he is - chose to eat the hot dog in a surprising and non-standard way so as to avoid even the slightest resemblance to fellatio. This, all despite the fact that no one was present to observe him.
His initially quivering lips indicate fear - expected, as it is a phobia - but also desire. Perhaps there is a forbidden element at play as well? Notice that he does not glance around the room before eating the hot dog, as you would expect him to do were he afraid of someone seeing and judging him homosexual.
No, he looks around to make sure he's unseen before he turns the dog to the side. Thus a window, through which we can see that his true fear is not that he might be seen eating a phallic tubesteak, no, but that another might see how hard he must fight his own uncertain desires. His tender longing almost betrays him - you can practically hear his frightened boner spring to life as the wiener draws closer to his mouth - but he steels his resolve at the last moment. He looks around to make sure he's unseen, and then reorients his lunch. Nobody eats a hot dog this way. He knows he is the other, the true outsider, the one too ashamed of his own desires to even eat his damn lunch properly. He hides his disgrace.
Also, he was cooking two hot dogs but only ate one. He only made two so he could rub some hot wieners together, and that's just gay.
-souldeux (On reddit in response to the question, "Why is this funny?")
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