Dude, Not Funny: While not the "enemy propaganda" his radio broadcasts were purported to be, a Britain suffering through the Blitz was in no mood for light-hearted farce about Wodehouse's Nazi captors.
Well, yes and no. Most Englishmen never heard the broadcasts or saw transcripts of them until after the war. They had to rely on the Ministry of Information's characterization of the broadcasts, and their justifiable anger proceeded from false information. Many Britons (e.g., Dorothy L. Sayers) were dubious even at the time.
Glurge: One of Wodehouse's frequent targets was the novelist -- particularly the woman novelist -- whose attempts to tug on the heartstrings are generally referred to by Wodehouse as "stearine bilge" or the like. Among many are Leila J. Pinckney in "Honeysuckle Cottage" (of whom one review consisted entirely of the words, "Oh, God!") and Bobbie Wickham's mother; but undoubtedly the pinnacle is Bingo Little's wife, Rosie M. Banks, whose romance Mervyn Keene, Clubman (related to Bertie by Madeline Bassett in The Mating Season) is something of a Glurgic Apotheosis.
Tastes Like Diabetes: The general domestic style of Rosie M. Banks, wife of Bingo Little, who refers to him as "half-god, half prattling, mischievous child."
Pretty much everything Madeline Bassett says; that is what makes the prospect of marrying her horrifying to Bertie.
Values Dissonance: The plot of Thank You Jeeves is dominated by Wooster "blacking up" with boot polish, and the terrified reactions of various staff to the "nigger devil".
Then, of course, there were those monologues on the radio courtesy of Those Wacky Nazis...