I think comedians should be able to say whatever they want, to whoever they want during their shows. They can be crude, they can be rude, they can be belligerent, they can be racist, they can be sexist. They are comedians, that's what they do.
If any audience member is dumb enough to engage the comedian, they are fair game.
I'm not exactly sure what you are asking but I think entertainers should stay very active with there fans if that is what you are asking. There fans are what makes them and without interaction you look selfish
There's recently been an episode where Kat Williams sparred with a Mexican fan who was hellbent on trash talking the USA. In response Katt appealed to his patriotism as well as make a jib or two. I'm not even from the States but I say good on him, I found nothing offensive in what he said at all.
The ability of comedians to spar with their audiences in my opinion really, truthfully separates the poseurs from the real deal. You can rehearse the same one-liners ad nauseum, but the truly great can improvise incredibly well, and often rely on this to gage their audiences.
I appreciate each and every of your comment. I am currently researching the historical accuracy or inaccuracies of a few statements made during a recent exchange between Katt Williams and a member of the audience.