Seiya and the others sneaking away while Shiryu explains the Twelve Temples isn't just a joke at Shiryu's expense: they already knew what he was talking about (Seiya was trained at the Sanctuary, Hyoga was trained by a Gold Saint, and Shun had an explanation-fond teacher), and as for once they didn't need to listen his explanation but he just would not shut up they decided to leave while he was distracted.
Deathmask's musical number isn't just a funny moment-he's once again trying to throw his opponents off through sheer disgust at him playing with corpses and tortured souls to make a musical number, and simply choose a weird method.
