Am I the only one who started giggling at NPR's January 28, 2004, piece on communications decency hearings in Congress?
Congress Questions FCC Decency Rules
According to Mr. Webster, the word explicit is defined as "fully revealed or expressed without vagueness, implication, or ambiguity", among other things. Innuendo is defined as "an oblique allusion, hint, insinuation".
"Explicit innuendo" is an oxymoron. If it's explicit, there is no innuendo. If it's innuendo, you aren't saying anything explicit. The example cited, from a Saturday Night Live Church Lady skit, was not innuendo. It was explicit material being presented as if it were innuendo. Hence the joke. Whether it's actually funny is a matter of taste.
As oxymorons go, explicit innuendo is one of the more useful. I use only unambiguous hints on the man. It saves time and aggravation on both sides.
So after I write all this, I google "explicit innuendo" and find that it's the terminology, with a proper definition and everything, used in the communications industry. Oh well. I still laugh at it.