Comics are candid; they are raw and do not seem to filter themselves before speaking. They can think much quicker than other people, and come back with witty remarks that actually make sense--and society at large never like people who are TOO truth-telling.
Which leads me to something that I've discovered during my still-young career. For some reason, most comics I meet have an "adult actress" friend, and vice versa, and there's an uncanny parallel between the two industries. The obvious answer is that we're both professions that get naked for the public, but there's something deeper than that. Maybe it's wanting to hang out with people who are able to laugh at one's self, or find humor in being laughed at. Maybe it's a feeling of being a bit of a social outcast; maybe it's just the respective confidence that has developed over the years.
Or maybe it's that both of our professions always must suffer the browbeating of others.