He said there is no television and comedy on a theater is a rarity on itself.
It exists but its not common available in mass how is today, characters even pointed out what he is doing meaning they know, its just not common enough to have a resistance of sorts due to lack of exposure, after all mocking important people in public can lead to a swift death, similar like today comedians can get canceled if they talk about certain topics and certain type of people when people are exposed to that, they find it even more funny due to lack of continued exposure.
I am sure they exist, the author is not even making such claim, just that in this scale and in this situation its going to have a bigger effect because its unheard of, after all he is doing this in the Coliseum during a fight, this is why "Marvel humor" originally worked because people werent expecting comedy during what was supposed to be a serious situation and also why it later failed because of continued exposure were it became the norm.