Several years ago I checked this out with a friend of mine whose father is from Berlin. He said that while it was technically incorrect, it did not sound funny in German. As he said to me if I said "My wife is a New Yorker" would you think she was from New York of she was a well known magazine?? Or if you went into a deli and asked for a Danish, would the owner think you were asking for a person from Denmark?? This is what it sounded like to native German speakers which explains why the crowd cheered and did not burst out laughing. Bit of an urban myth this.