Term for a joke with a missing punchline

Thanks to Mobitela Fonia's answer, and (now it seems) to K J's comment, I was able to track down a definition at the same source which pretty much gave the best answer.

Stealth pun

The writers put in a joke (almost always a pun), but never make or put in a Punch Line or explicit statement, hiding it in the set up of the joke. Some percentage of the audience will "get" the joke, but the rest will know it was there and be going, "What? Why didn't you say it?" There can be several reasons.

1) It's naughty or otherwise not appropriate for this timeslot, in which case this serves the same purpose as a Last-Second Word Swap.

-TV Tropes

I should imagine it would have to be something which, as with all jokes, creates an expectation, which it then disappoints, but perhaps not without a double entendre. How about this?

Iocus interruptus