4 Year Old Has Lost Sense of Humor...

Oh yes, we have some issues about that in our house.
Personally, I wouldn't have withheld the popsicle. I bet it only confused her. Yes, the rudeness is unacceptable, but I think she didn't understand the nature of the joke. I would have explained that she said that rudely, and please try again before she can have her treat.
My 4 year old will get very worked up about being teased. For example, my dad would say, "I don't think Jared likes brownies or ice cream. So I'm going to eat his." Jared would panic and start to cry until I whisper in his ear "grandpa's just teasin' you." Jared would breathe a sigh of relief and tell off his grandpa for scaring him like that.
Daddy does it too. I think kids this age can't tell when it's a joke, so they need some help. And they're very set on the things they "know" and will get upset when someone challenges what they "know." (Like what they like and don't like). They're just trying to be independent. And treats are very, very precious, so threatening to not let them have one is very serious to them.
Now Jared looks to me when he suspects that someone is joking. I make sure my face looks devious, like I'm in on the joke, so he can tell. Then he relaxes and enjoys it. Or if he still isn't sure, I whisper that they're just joking and he laughs. We're having a lot more fun now!

I do feel your pain, I have a 2 year old that we do the same thing and she doesn't think its funny.It started about the time I started watching a little 9 month old. My theory is that she might be having a little jealousy in the house when shes here. I would suggest if you have a little one that is younger she may feel likke he or she is getting more attention. Try doing something one on one with her and see if you can loosen her up a little. The other thing is she might be trying to push boundaries again. I hope this helps and gl

Hi J.,
Oh, adult humor is so confusing to our little ones. Most kids that age don't yet have the ability to discern hidden meaning and only know the meaning of exactly what is said. You might try just telling her "Honey Daddy was just making a funny joke" and remind her that it is not okay to scream at him and then let her have the popsicle. She is innocent in her inability to get the joke at this age. In a few years she will be in on the fun.
B.

I'm having a similar issue. My 4y/o makes the scrunchy face, balls up his lil fist & screams. It's so not his nature that Idk who he is at times! It turns out he thinks we are making fun of him. He has a real understanding of what bullying is somehow & thinks that's what we are doing. Each time it happens I calmly explain how it was a joke, that we are not making fun of him & that we are just playing with him & don't mean to make him upset but rather make him laugh. Then I tell him HOW He is Supposed to react & make him repeat it after me. Sometime, tho, he is just in such a stinky mood that I have him go in his room to calm down & then come out when he wants to talk. Then I follow those steps I just told ya about. It's a work in progress. Just whatever you decide to do, Be Consistent! Otherwise she'll just continue to be confused & more frustrated & who knows what that'll lead to!