The amygdala is in a part of the brain called the "limbic cortex". This part of the brain deals with the most basic functions. It is sometimes called your Lizard Brain, because it's pretty much all a lizards have.
I like this because it makes me think of a little lizard living inside my brain, reacting to stuff in a lizardy way. I imagine a little creature, constantly on the lookout for danger, its legs poised in a stance of readiness, it's little lizardy eyes darting this way and that in constant vigilance; and when it spots something, even the tiniest of signs, it dashes away into the undergrowth as quick as it can.
When I think of it like that, I can more easily imagine the tiny cues of danger that jokes and comedy provide. Even things that we, rationally, would struggle to see as dangerous at all. The smallest thing can trigger your lizard brain into action.