I don’t know if you made a typo, it should be make me a sandwich.
In my opinion, this is not a joke at all. I don’t know what the situation you saw is. There are two main reasons:
1. He is a sexist person. The word means that when a man is hungry, he will ask a woman to "make him a sandwich", because some men think that women are the representatives of cooking for them. Girls also use self-deprecation. For example, if a girl's boyfriend is having a quarrel because of his chauvinism, the girl's friend will use "you better make him a sandwich" which has a self-deprecating meaning.
2. Well... it's a 3some~~ threesome. It seems that usually there are three people, all of whom are men! Because~~....it’s a little more connotative