Other mistake: At the beginning, while Wade is lying on the barrels, he throws the cigar and causes the explosion. The problem is that the cigar gets in one barrel but another one explodes instead.
Other mistake: In Osaka while Wade fights the bad guy at the jacuzzi, he cuts a guy below his knee but the angle is incorrect.
Answer: That's one of his superpowers, "Comic Awareness" (sometimes called 4th Wall or Medium Awareness). This is something that Deadpool has in the comics and was incorporated into the films. Other than being a framing tool and to be funny, I don't know if the creator, Fabian Nicieza, or any writers have said why they gave Deadpool that power.
Bishop73
Deadpool's trait of breaking the 4th wall appears to have been the idea of writer Joe Kelly, as Deadpool didn't break the 4th wall for the first time until Deadpool #28 in May 1999, more than 8 years after his debut.
Phaneron ★