Laughter has the power to make Torah enter people more easily. Just as a parent trying to give medicine to a baby might use laughter to open the child’s mouth and slip the medicine in, so too, humor can open a person’s heart and make them more receptive to Torah.
This explains the practice recorded in the gemara that Rabba would begin his shiur with milsa d’bidichusa, a humorous remark, and his students would laugh. Through this, they were receptive to more Torah.