"Dying is easy, comedy is hard" goes the old expression. I'm not sure about the first part of that statement, but the second part is certainly true. Since comedy relies on surprising the audience at some level, timing is much more critical than it is in most drama.
What about classical music comedy? I think it's even harder. Because not only must all of the comedic elements hit at just the right time, but the comedians must also be trained professional musicians. PDQ Bach may be the world's worst composer, but only because Peter Schickele has the compositional skill to write music that elicits exactly the responses he wants. Victor Borge seemed to just fool around on the piano, but his playing appeared effortless because he had the skill and technique to make the difficult seem easy.
A good example of just how much professional training is required to pull off a successful classical music joke can be found in Aleksey Igudesman's Cyber Conductor routine. Watch the video first, then read on.
Sure, there's a lot of funny stuff going on here. But watch it again, and pay close attention to what the conductor and the musicians are doing. The slow motion sequence, the instantaneous changes in the music -- there's not a single ragged entrance or misstep.
This is an incredibly tight ensemble, with world-class performing chops. But you don't notice it because of the humor. And the humor wouldn't be as effective without the skills of these top-notch musicians.
You can watch the video once and get the laughs. But its only when you rewatch it that you see the artistry.