A stand-up comedian is someone who tells jokes at a live audience while standing up (hence the name). A small number of these comedians are insult comics, whose whole schtick is making fun of others. I personally don’t like that brand of comedy, but I’m not going to accuse people who do of pretending to have fun.
John Mulaney is not an insult comic. Neither is Ricky Gervais. Which is why them roasting the audience they were hired to entertain is news.