Here's a list of 5 reasons why.
1. Your Not Helping.
The #1 misconception is that a shouted out, (usually drunken) verbal abuse/comment is somehow helpful to a comedians act on stage. This is pure bullshit. Heckling is not helpful or sought after. It doesn't make the show better and it's not showing anybody how clever you are. You want to help? keep your comments to yourself, clap your hands and most of all - just laugh dummy.