Comedy in metal is good if you keep it under control, like a Helloween level of humor in your music...honestly if there's too much it's annoying, and it's easy to be funny so that you can blow off whatever you do and claim you weren't trying to be serious to avoid criticism. It's much harder to try to be completely serious and not end up looking like an incompetent idiot in the process.
Incidentally, Fates Warning is one of my favorite bands, and I can't think of a single moment in their music where comedy is even hinted at. So no, I don't think they go hand in hand. Sounds like the guilt of maturing people listening to immature music to me...better just to accept it's immature, no one cares