Do they need to know for sure that you are teasing them?
Yes! Definitely yes!
In person, it’s easy to show via smile and body language.
Now, online and via the internet, the best way to show that you tease her is by adding a last line which makes sure that she understands you tease or challenge her.
If it’s not funny, it’s simply aggressive or challenging without reason.
The funny component must be there, otherwise you’ll totally miss the point and the humour side of it.
What you want is to generate a certain emotion in her.
This is the emotion you build up on.
The words you use are simply a way of stimulating that emotion.
The reason she enjoys your words is because of the emotions (and the biochemicals released in her body when she feels that emotion) that wake up in her.
It does work because this reaction is not a choice.
It is like drinking water when you are thirsty. You can try to reason it but you’ll still drink the water when you are thirsty.
These lines trigger something in a woman she wants more off. It is totally irrational and she simply can’t help it.
It’s a sensation she wants to experience over and over again and she wants to spend time with men who can trigger that specific emotion in her.