I watched the pilot for Bojack and didn't laugh once, found it really dull.
Does it change later on, or is it just not for me? I also get tired of joke-explaining as a meta joke.
It changes in tone and structure drastically through the first season. It starts off as this thing that looks like a Fox "Animation Domination" pilot from the early 2000s that you expect to see do okay on Adult Swim in a year. Somewhere in season one it starts to explore severe depression and personality issues within the relationships of the cast. That tone is pretty special and you won't see it anywhere else, and then the comedy aspects kind of come in and out to contrast/compliment that tone to keep things level.