No? I’ve never had to, nor would I assume I’m somehow much Smarter ™ than them and need to. I’ve lived and worked in Japan for 3 years now, and while my initial attempts at sarcasm flopped, that was because they were literal translations of American style sarcasm into broken Japanese. It’s similar to how a lot of US/UK comedians aren’t appreciated by people from the opposing country. The humor just isn’t based in the same culture. That doesn’t mean it doesn’t exist.
As a super basic example, I’ve walked into work before on a morning we had a blizzard and was asked my opinion on how cold it was. I said something like “I’m actually super hot, my apartment was only -5C this morning so I turned on my A/C and almost wore short sleeves today”. Nobody was confused, I didn’t have to explain anything, it was obviously a joke.
However to avoid de-railing a Japanese sentence thread, here’s a thread that has already exhausted the topic.
Japanese and Sarcasm - Japanese Language - WaniKani Community