Why is this funny?

[modernwizard]

Clearly this SNL commercial for "Estro-Maxx" trades on the expected amusement value of the male actors playing trans women as if the trans women are really men in unconvincing drag. The vignette in which the woman goes through the full-body scanner, causing the security officer to make lewd, unprofessional expressions, also makes light of actual, real-life concerns about such technology's abuse and invasion of privacy.