I have this episode playing now. I usually let the bad jokes go but figured I'd call this one out.
I'm guessing the point of the bad joke here was to show Sisko and Eddington being chummy and we're supposed to use our suspension of disbelief to pretend the joke was funny? Or can someone help and let me in on what's so funny in this scene:
Obviously the next person in charge of security would be in charge of protecting the Ambassador. Is Eddington pretending that no one else is capable except him? If so, it's still not funny. I don't get it.

I'm guessing the point of the bad joke here was to show Sisko and Eddington being chummy and we're supposed to use our suspension of disbelief to pretend the joke was funny? Or can someone help and let me in on what's so funny in this scene:
SISKO: Very good, Commander. That'll be all.
EDDINGTON: Captain, I just want to say that I agree with what Chief O'Brien said. About your promotion. It's about time.
SISKO: I appreciate the sentiment, Commander, but it doesn't really change anything. I have the assignment I want, I have the crew that I want. The rank doesn't make much difference.
EDDINGTON: You'd be surprised. People don't enter Starfleet to become commanders, or admirals for that matter. It's the captain's chair that everyone has their eye on. That's what I wanted when I joined up, but you don't get to be a Captain wearing a gold uniform.
SISKO: You could always transfer from Security to Command.
EDDINGTON: Then who would protect the Ambassador?
(they laugh and smile here, what's so funny??)
SISKO: Dismissed, Mister Eddington.
EDDINGTON: Thank you, sir.
Obviously the next person in charge of security would be in charge of protecting the Ambassador. Is Eddington pretending that no one else is capable except him? If so, it's still not funny. I don't get it.