But a lot of times the problem is in the way the request was delivered: the rhythm of how you say it, whether or not you raise your voice, your body language, how/when you pause, etc. Those things are all telling the audience you want a response. Your actual words are just a small part of the equation:
Only a small percentage of communication involves actual words: 7%, to be exact. In fact, 55% of communication is visual (body language, eye contact) and 38% is vocal (pitch, speed, volume, tone of voice).
The same problem happens with punchlines too. Unless you're going for a deadpan thing or a Steve Martin "they decide when to laugh" approach, you should be "telling" the audience when to laugh with your delivery. There should be an implied rim shot at your punchlines. If not, jokes won't hit hard. And you may mistakenly blame the audience or the joke when, in reality, it was the way you said it.
Anyway, all that's a lead in to this clip where I talk about the musicality and rhythm of funny...
That clip is from my 2011 interview with Erik Michielsen of Capture Your Flag. You can watch the entire interview here. (And the interview we did in 2010 here.)