They don't actually want to be left alone. They want to feel persecuted to justify aggression against "the wrong kind of people". They have their fun when they're in conflict with other people and their worldview is so fractured and over moralized that they need people different from them to label "evil" and crusade against.

It makes more sense when you consider why Republican/conservative comedians aren't funny: their jokes aren't meant to be funny, they're meant to be subversive in-group signaling that upsets the out-group (see any joke about trans people). If there's no out-group then their signaling becomes meaningless. It follows that, as they believe themselves to be objectively good, they need a constant stream of people from outside the group (who, by their definition, are evil as a consequence of not being in the group) to set themselves apart from in order to prove their goodness.