Funny People Aren't Funny In Person!
I usually find that either:
(1) They're dark, tortured people for whom merry-making is simply an act that they do when they have to.
(2) They're pretentious schizos who want to project the image that in reality, they're way deeper than in their work.
(3) They desperately need the help of writers and handlers to make them think of funny things on the spot. (That was definitely the case with one ex SNL cast member, whom I kept handing straight lines to, but who kept looking to his partner for the punchline.)
(4) They get paid big bucks to be funny, so they hold off on doling out the laughs, unwilling to just give 'em away to a mere journalist.
Whatever the case, don't ever interview a comedian or you'll end up wanting to slit your wrists and jump off Caroline's Comedy Club!