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The main reason is that the story about this particular inside joke is especially uninteresting. When I was quite young my father came home from a trip down to our favourite pastry and deli shop, Le Duc de Lorraine, which now no longer exists in its original form. It changed hands a few years ago, and since then no longer boasts the most delicious croissants in all of North America, and so we don't frequent it anymore. Anyway, he came home and told us about a hapless customer ahead of him attempting to buy cheese from the crusty lady behind the counter.
Customer: "Je voudrais acheter un fromage de chèvre, s'il vous plaît." ("I'd like to buy some goat cheese, please.")
Serving Lady: *staring at him like he's gum on her shoe* "Lequel, Monsieur? Nous en avons plusieurs!" ("Which one, sir? We have several kinds!")
Customer: *fumbling* "Euh, le rond." ("Uh, the round one.")
Serving Lady: *barking at him* "En bûche ou en meule, Monsieur?" ("A log or a wheel?")
Customer: *flees in shame*
So, yeah. That's the extent of the story. A poor guy who didn't quite get that ALL cheeses are "round" and somehow couldn't figure out his order. Likely he was intimidated by the crusty French lady who was thoroughly disgusted by his ignorance.
I did say it wasn't an interesting story. What makes it important in our family is that it became the shining example of the French version of customer service, wherein the customer is pretty much wrong until proven right. It was a story about cultural differences and the "proper" way to speak to people.
When I was little, my parents impressed upon me that, in France, it's very important to start every interaction with "Bonjour," and that it was the height of impoliteness not to. In North America, we tend to approach people we don't know with "Excuse me," or in French "Pardon," or "Pardonnez-moi," but in France that doesn't fly. Or, at least, it didn't when I was younger. Things have probably changed considerably since then. When I travelled to France with my parents, however, I found that their advice was sound. I was invariably treated politely when I used the proper stock phrase, whereas I noticed other tourists or strangers who spoke French perfectly (thus eliminating the hypothesis that it might be because they were non-native speakers) were either ignored or treated rudely. The difference was always that I had said "Bonjour" and they hadn't. So, there you go. Anecdotal evidence, for the win!
The moral of the story is that everything I just described above has boiled down to a single sentence in my family: "En bûche ou en meule, Monsieur?" tells the whole story without having to recount it.
I don't think anyone is unfamiliar with the concept of an inside joke. Anyone who isn't a hermit will have at least one inside joke with their family, or their friends, or their colleagues at work. It's a verbal shorthand to recount a story with which they're all familiar, a shared history that imparts a sense of belonging to everyone.
I remember in one instance when I was with a group of new acquaintances who'd all known each other for quite some time. At one point one of them yelled "Boomerang!" and they all cracked up, and I never really got a satisfactory explanation as to the story behind it all.
That's the nature of an inside joke, of course. As much as it imparts a sense of community and belonging to the people in on the joke, it also serves to exclude and potentially alienate those aren't in on it. Nothing says "you don't belong with us" like having someone pat you on the arm and say "Don't worry, it's an inside joke."
That's not to say that the person not in on the joke is being deliberately excluded, or even that the exclusion is a deliberate one, or done with bad intentions. It is what it is.
There you have it, my brief thoughts on the inside joke.