Professional Comedy Shows bring in new and different patrons. 
If you have music now on certain days of the week you don't want to split up your already existing audience into more nights. Use a comedy night to broaden your audience and bring in new parons.

Professional Comedy Shows are cross-generational.
Comedy nights draw patrons from 21-45 year olds. Other forms of entertainment generally appeal to one age group. With comedy shows you ar elikely to see a 25 year old couple sitting next to a 45 year old couple.

Professional Comedy Shows bring in a desirable audience.

Professional Comedy Shows make money at door.
Comedy nights command a good cover charge. Clubs can make money on the cover charge as well as the drink sales.