Being laughed at is painful. This is particularly true when it occurs at a very sensitive moment. Compound that with the laugh coming from someone with whom you are open and vulnerable and the hurt is compounded. The most common theory of humor is the theory of incongruity. This would be where the outcome produces a twist from the expected. This might actually be similar to the relief theory. Then there is the superiority theory. This would be where the laugh is derision. One is reminded of schadenfreude. If one laughs in private, it would merely be an indication of a shallow soul. To laugh in someone's face, could only be intended as hurtful. That's certainly how it feels.