The Palestinian film-maker Elia Suleiman, dishevelled yet dapper at all times and never without his hat, saunters across continents in this new movie, fixing the amusingly surreal tableau scenes he comes across with a mildly perplexed gaze. He doesn’t talk and smiles just once, when a tiny little bird (a digital creation) flies into his hotel room and drinks water from a cup while is working at his laptop. Suleiman is the holy fool who is no fool.

The premise for this film that he is playing himself: travelling abroad from Nazareth, coming first to Paris and then to New York, trying to speak to producers about getting his latest film made. (In real life, he must surely be more diplomatic and persuasive than his alter ego here, the Suleiman who maintains an enigmatically satirical silence in the face of one producer’s obtuse idiocy.) Everywhere he looks, often in eerily deserted streets – surely Suleiman was shooting on very early summer mornings – he finds scenes of choreographed absurdism, gently but pointedly ridiculing the pomposity of uniformed officialdom. The title itself sounds like some lost Talking Heads track describing a place where things happen in a dream.

In Paris, a trio of cops swoop around on what look like Segways, infatuated with their own performance, like ice dancers. In the US, Suleiman wanders through a supermarket and discovers people are buying automatic weapons and on emerging from the store, he sees that everyone is toting guns, rifles, even rocket launchers. For all the drollery, there is a serious object in view. Suleiman attends a meeting of Arab-Americans for Palestine, and playing himself in cameo, the actor Gael Garcia Bernal says to someone on the phone that Suleiman is “not a Palestinian from Israel — he is a Palestinian from Palestine.”

Suleiman has himself said that the comically heightened visions he creates “show the world as if it were a microcosm of Palestine”. I don’t think that is exactly what is happening in It Must Be Heaven. It is more that he is satirising the oppression, security and policing that happen everywhere in the world, but that non-Palestinians in the prosperous west, who take their freedom of movement for granted, have the luxury of taking these “policing” facts of life casually.

His comedy is usually compared to Tati and Keaton – and again this isn’t quite accurate. Tati and Keaton’s deadpan setups would almost always lead to a specific visual gag. Suleiman’s hardly ever do: they just create a quirky, preposterous, amusing contrivance, generally without a punchline, as such, although there is a big laugh when Suleiman gets off the plane. Perhaps a self-enclosed joke would suggest that comedy is its own reward. But this is not the point in Suleiman’s film-making; his comedy leads to something other than a punchline, it points you in the direction of a political situation.

An unhelpful producer turns down Suleiman’s proposal because his films are “not enough about Palestine”. That is: they are not angry or preachy or victimised or Palestinian enough. But the comedy is there to show that there are other ways to insist on your cultural identity, ways which are not marooned in parochial activism. For Suleiman, comedy is a kind of rhetorical non-violence. And yet there is also a pessimism here, a warning from a tarot card reader that a Palestinian state will not be seen in the protagonist’s lifetime.

There are times when the passive, elusive quality of It Must Be Heaven, as with other Suleiman films, eluded me and felt mannered and superficial, but they are stylishly made with a distinctive signature.