People will say 'woosh' if somebody took a joking comment seriously because the humor was too sophisticated. People use this word because it is the sound made when the comment goes over someone's head (here, the comment is treated like an airplane.)

Urbandictionary can be a good place to look up this kind of thing, if you read it selectively. http://www.urbandictionary.com/define.php?term=whoosh

Also, since I can no longer edit my earlier comment, it was actually derleth's comment that I was factually correcting (although he likely said that because it allowed the joke to work better).

The usual spelling is whoosh, by the way.