Having listened to the podcast, you guys perfectly summed up the appeal of Jojo & why it's one of my favorite series, especially later on.
I think the whole "characters explaining what's happening" works in this series is because they're saying such insane stuff (i.e. stuff we don't consider normal by any means) or their delivery just hits that sweet spot of not being annoying or feeling tedious ("I CAN LIFT UP THIS GIANT ROCK!").
I'd also say it's able to handle making such silly things more tense, but that probably won't show up until later in the series when Stands are introduced.