Follow the arrow... 1938-39

On a 1939 Jack Benny show, in their dramma... I mean, drama... Jack is running a rooming house and asks a prospective client "Do you want a room with a bath, or do you want to follow the arrow?" The line gets a pretty long laugh.
I can imagine a sign in such an establishment, with an arrow pointing to shared facilities. And I see there was a Pete Smith short with that title, focusing on an expert archer, released in 1938. But it was quite a long laugh.... is there another reason for folks to find that line so funny?

No, that's just standard boardinghouse humor, which would have been instantly understood by anyone who'd ever lived in such a place. The length of the laugh comes from the fact that listeners could just imagine *Jack Benny* having such a sign in his house, the same way he had a hat-check girl in his closet and a cigarette vending machine in his living room.