You have to be more than funny. You have to be articulate and emotive. You also have to be able to deal with a drunk heckler while handcuffed. That heckler can use any slur, any insult they want, but you can't. The heckler is only talking to you - you're talking to a room full of drunk people of all races, ages, orientations, etc. There is so much potential for the wrong retort to set someone off and get your head kicked in in the parking lot it amazes me that we don't see that in the news all the time.
There aren't very many comics with security to protect them and there are even less like Joe Rogan who mostly don't need it.