I don't know why it is treated like such a joke. The GOP has (and is in 2016) hosted in some of the most solid Democrat cities in the country.
Because it would look like a strategic move to appeal to Southern Democrats, but their efforts would be for naught.
The GOP has held recent conventions in San Diego, Philly, and New York City (all Democratic strongholds) because each city has the capacity to host these conventions.
Honestly, it doesn't even matter where the convention is held, because the location of the convention has nothing to do with how that state votes. The could hold it in Fairbanks or Honolulu, and it wouldn't make a bit of difference.
Well, I think Philly
was a play for PA, and NY was done for the symbolism post-9/11