If you're female, and reasonably attractive, showing up naked and bringing food will definitely impress me. (I don't have a TV, so no need to worry about blocking it.) The food's optional - if I know you're going to show up naked, I'm willing to provide the food.
More seriously, I think the cliché is related to how men and women are socialized regarding sex and emotions. (Some of that socialization may be biological in origin, but I don't want to get into that argument here.) Men are generally socialized to be emotionally unexpressive, but also that it's acceptable to acknowlege their sexual desires. Women are socialized to be emotionally expressive, but to repress, or at least not express, their sexual desires. As a result, it's easy for most men to get plenty of emotional satisfaction from female friends, but harder to get sex (except for a few men). Contrariwise, it's easy for most women to get sex, but hard to get emotional satisfaction from men.
This joke is a long-winded paraphrase of "Men want sex more than women do and that sucks!"
Like many jokes it expresses hostility in a non-hostile way.
Personally, the 'what women want' section is what women will say they want, but believe me, it is NOT what they want.
Heh, It's a joke. Not an editorial. Part of the reason that it is funny (at least to me) is that it IS so crass!