The joke is that a normal, well-adjusted boy would probably love to have Shinji's life (well, at least up until the shit really starts hitting the fan around episode 16 or so.) Dude regularly saves the world and is surrounded by cute chicks, it's the same setup that would be the beginning of a power fantasy in any other anime.
Of course it's not true since Gendo intentionally manipulated Shinji's life so he'd grow up with low self-esteem, no real emotional attachments to other people and no idea how to interact with other people socially, so that he'd be easy to control. But to anyone else his life would superficially seem pretty damn awesome.