Jokes with phonetics in spanish explained

hace 6 años

¿hijo por qué te bañas con pintura azul?
//Son, why are you showering with blue paint ?

-porque mi novia vive lejos
//because my girlfriend lives far away

¿y eso qué?
//so what? 
es que queria estar azulado
//its just that I wanted to be by her side

The word azulado means "painted blue" but sounds very similar to the phrase "a su lado"  