Some girls are uncreative and some just can't plain tell when you're joking.
She probably seriously thought you were lecturing her. You could try opening up again with something like:
"Someone needs to learn you how to be fun."
Or something like a minor-neg without insulting her. However, I don't think she's worth it because she seems like the kind of girl you'd have to explain the joke to her over and over.
Honestly, when I get replies back that shows 0 personality or 0 creativity, I just delete it and let it go. Either they're in a pissy mood and don't want to be fun or they're just that stupid.

Either way, it's your choice.
A: Let her go and move on
B: Neg her a bit and try to get some personality/fun out of her