My impression is that Nietzsche tries to make his philosophical writings an example of his philosophical thought in practice. He likes levity and jokes, so he incorporates them in his work a lot. Nietzsche sort of shifts frames a lot and sometimes disorients you before you get to the meaning of his work. But, there are lots of serious messages within his sarcastic one liners, and also his work comprises a lot more than just sarcastic one liners.

I feel like some sort of comparison to Hofstadter might be apt but I haven't read enough Hofstadter to do that competently, and I think Nietzsche would probably use these techniques more than Hofstadter so the comparison isn't great.

Reading Nietzsche is partially an experience, as well as an intellectual exercise. That doesn't accurately convey what I want to say because intellectual exercises are a subset of experiences and all reading is a kind of experience, but I think that sentence gets the idea across at least.

Then you haven't read Genealogy of Morals. Those essays have a thesis and supporting argument (with a heavy dose of hyperbole). Genealogy is certainly more comprehensible than Thus Sprach Zarathustra - which might reasonably be described as extended one liners.