I think that, for so long, growing up, I thought of myself as a Very Serious Person and that I worried (probably way too much) that if I made someone laugh, they were laughing at me in that bad way where I was not in control of the laughter. And laughter is very much about control.
An article in the Times on the science of laughter notes that laughter is tied to social status. The writer notes, "When you’re low in the status hierarchy, you need all the allies you can find, so apparently you’re primed to chuckle at anything even if it doesn’t do you any immediate good."
Those who are less powerful are more likely to laugh at a joke told by someone with more social status--which is, of course, why being onstage lends you an automatic edge in producing laughter, and why a heckler is so very threatening to any comic (the heckler can upend the power dynamic and take away the comic's status and so has to be quickly neutralized).