What does "under me" mean here?
Here, he is making a joke by saying "When were you under me?" because she is "over" him, meaning she is not interested in him romantically anymore. Therefore, he says "When were you under me?" to mean "When were you interested in me?" as though being "under" someone has the opposite meaning as the expression to be "over" someone. Being "under" someone is not a standard English expression, therefore that is why it is supposed to be funny.