One of the reasons a comic might do that is to avoid being the target of a Twitter outrage mob over a recording of them doing an insensitive joke.
Found the article on the Detroit one: http://www.nydailynews.com/entertainment/dave-chappelle-fans...
I could have sworn he had issues at a PA show as well, but that was recorded.
Hannibal Burress doesn't like it because he said some unverified bits about Cosby and got caught. (Unsubstiated at the time)
Comedians tell jokes, they aren't news organizations that need to do fact checking.
And even if they did hold to that standard, what a crazy bad example to pick. He was correct. So you think he got 'caught' telling a joke that had true facts that hadn't been verified yet?