It's semantic ambiguity.
The joke here is about whether the words should be interpreted to mean "enters a place of dancing" or "travels until collides with domain-relevant weapon."
Questions about meaning are about semantics.
Lexical ambiguity is when the structure of the sentence, rather than the meanings of the words, causes the problem, as in "the police shot the rioters with guns," because it's not clear whether the "with guns" part applies to the police or the rioters. The meaning of the individual words is clear; it's their usage of construction that causes the problem.
Lexical semantic ambiguity is uncommon. It's when, based on a lexical structuring issue, the resulting two legitimate parses then specifically indicate different semantic meanings. I'm having trouble coming up with a good example, but a bad example is "the boxers stopped the rioters with guns" - if the "guns" part applies to the rioters, it's a pistol, but if it applies to boxers, it's a joke about their arm muscles.
Your ambiguity has nothing to do with the structure of the sentence, and everything to do with the meaning of the words.