It may be that the person talking to the person on the other side of the wall could hear them and they could hear her/him. Or it could be that they were talking on a speaker phone. My wife can hear our kids through the walls.
Tones are very important to verbal communication. A few years ago, I was a process engineer in a factory. This was before my hearing loss was so apparent to others. An engineering clerk complained to the engineering manager that I had been abusive to her. I was at a loss as to what to say. It seems that my tone of voice conveyed something other than what I intended. I had simply asked her to make a shipping label for me. She said she did not know what I needed. I sketched it on a sheet of paper and gave it to her. She became defensive, so I just said that it was ok, I'd do it myself and that I had thought she had made them before. So it was some harshness in my tone that set her off.
With the comedian, perhaps they were using a mocking tone, using a voice other than their own, or maybe a cartoonish voice. Different tones can denote a wide range of emotion. Not all of them are easily discerned by seeing a facial expression.
I don't know if I answered your questions, but I tried!