At a certain moment the Don was getting caught up in some dilemma or other and "Sancho Panza said..."
"I know what he's going to say!" They both broke out laughing and filled in the blanks. They had it all figured out. It was a massive joke, as massive as the tome from which I was reading. You didn't have to know a thing in order to "get" it.
They certainly were not bored. But their laughter depended on a rhythm of repetitive, predictable wisdom coming from the mouth of an invisible but all the more real clown.