I'm pretty sure the "I can't believe you said that" act is the very first thing the producers demand from their hosts, because a) it gets a second punch out of the funny/dumb answer, and b) the audience members who thought of the same answer wouldn't know whether to laugh or not.
I don't think you should act shocked when the entire point of the question you were asking was to suggest exactly the bit of blockheaded innuendo being given back to you.
Also, the euphemisms here are Patton-Oswalt-style "fill your hoo-ha with goof-juice" level creepy.
It used to be more subtle, and some of the answers were genuine double entendres. Now its just sassy grandmothers being all "FISTING! No, wait...FELCHING!" and smiling into the camera.