Not all people tell jokes.
Occasionally I have come up with a joke in regards to something going on around me, but mostly I retell jokes I've heard from others, or read somewhere.
IRL I don't tend to tell jokes outside of my family, but I have posted the occasional joke on some forums. So most people probably think I don't tell jokes. I do, I'm just not comfortable telling them to most.
It's embarrassing if no one laughs. It makes me feel awkward and dumb.