In her message to the list, Carolyn observed that the expression "family jewels" was not employed by Kinbote.

Mike wrote: The "family jewels" joke, it seems to me, is more of a verbal gag than a visual one(...) The family jewels are, so to speak, where the family jewels would be expected to be

 

According to Kunin,  Kinbote speaks often, but only, of "crown jewels" - and she added " the cold hard fact is that, even in the novel Pale Fire, there is no actual Zembla, hence no actual crown jewels.  So if the country & its jewels are paste, why not just let the Russians have them and keep the last laugh for yourself?

Carolyn indirectly reminded me of the 1966 interview made by Alfred Appel Jr. ( it can be checked in SO page 92)
A.Appel Jr:  As a closing question, sir, may I return to Pale Fire: where please, are the crown jewels hidden? *

VN: "In the ruins, sir, of some old barracks near Kobaltana (q.v); but do not tell it to the Russians"

Following the reference where we find: *- One hesitates to explain a joke, but readers  unfamiliar with Pale Fire whould be informed that the hiding place of the Zemblan crown jewles is never revealed in the text, and the Index entry under "crown jewels", to
which the reader must now refer, is less than helpful.  "Kobaltana" is also in the Index.

 

When we search the Index, now in PF, we have:
Index: Kobaltana, a once fashinable mountain resort near the ruins of some old barracks now a cold and desolate spot of difficult access and no importance but still remembered in military families and forest castles, not in the text. (PF page 310)

After so much searching around imaginary lands after imagined paste crown jewels that were described in very real written texts, I no longer wonder why did Disa laugh, but why should we let the Russians keep the jewels ( to have our last laugh, according to C.Kunin ) or why not tell them in the first place( as VN jokingly recommended)?