Damn... This is not the day when I am at my brightest. That "one conversation" just kept evading me.
About the actual topic (
TL;DR -parts bolded):
Jokingly trying to telling someone to do stupid or even harmful things is never cool, by my opinion (I don't appreciate April's Fool Day). No matter how innocent joke that was supposed to be. If they expect to get fun out of a person by making him/her to do things, it is just evil. If they are being sarcastic and expecting that a person won't do those things, I interpret that as an inappropriate answer to a serious thing and insulting as such - there are more mature ways to say that someone is being foolish in some issue.
When it comes to generic situations of saying and meaning opposite,
I don't think that people actual order to do things while they expect opposite behavior. I think they are more like wanting certain behavior in one situation, and expect different behavior in other situation, but leave these other situations up to use of common sense. When this adaptation to the situation does not happen (when we lack of situational awareness, for example), then they get frustrated as they had different expectations of the outcome.
It is not that they are not saying things directly to us, it is that they think that they have made themselves clear as they expect us to have same understanding of implications in what they have said. That we share same course of thinking and understanding of common sense (matters that should be so obvious that they are not needed to say aloud) and thus we should be capable to understand nuances same way as they do.
It is the usual guideline to ask from oneself "what I would think if I would be spoken in the way I am going to speak to him/her" when they decide what to say and how to say it. But it works only if one can expect same way of thinking from the other person. People think that their indirect communication will be understood because they themselves understand it and assume that other person thinks like they do. It fails when they use it with person who's thinking is nothing like theirs. This creates a conflict that annoys people. For them such communication problems are rare (because they with their similar thinking are majority), so they are not prepared to understand why they are misinterpreted and they react accordingly (assuming that other party is just messing with them).
And yes, I find it very annoying and I do get angry for someone evading understanding things in the way I understand them. But I try to remember that it is a communication problem, not stupidity or malice. Most annoying part to me is when they stop answering the questions that are just meant to clarify things they have said (which they do for above stated reasons), both because I get an impression that they don't even try (I am angry to them), and because I get an impression that I am just being a nuisance which is something I don't want to be (I am angry to myself). I think all this applies to them too.