Sometimes heckling can almost help a set, because it ratchets up the tension in the room... can even bring things to a climax.
Stand-up used to be much more of a form combat. Heckling was much more common [in the '90s]. And I couldn't get stage time, and so I would go out to Pip's in Sheepshead Bay.
To say whatever nonsense comes into your head without any repercussions has got to be a bigger high than heckling a movie screen in a darkened theater.