I tend not to leave people laughing somehow. I do also, and I think that what you're saying is a mark of a mind that functions in a number of contexts all the time. I'll be reciting a poem, and there's something that people can find funny, but I don't let them relax into laughter because the next moment, three lines down, it may not be funny anymore. As a child I was immensely absorbed with fairy tales. It's also a pulp novel.
Pulp novels have that kind of magical quality.
In many ways they're fairy tales too. Yes, you're absolutely right, it's another world. That's also true of noirmovies and noir pulp novels. They create an alternative world which bears a resemblance to this one and yet has marked differences too. We simultaneously want to be in it and are terrified to be in it.