Starting at the most basic level, there is something really powerful about performing--about being on stage, being gazed upon by an anonymous (but only to an extent) audience, and the performer being in a situation that screams "I have something to offer you all en masse, and you all must agree!"
Then, of course, there's the question of the performer as mere entertainer. This particular perspective strips the performer of the power I just described and assigns a very different power, perhaps an economic one, to the audience. In this sense, the performer is seen as a subordinate, an employee, a service professional, who must tend to the needs and desires of the audience--and usually a paying audience. This is the circumstance under which the audience feels entitled to be entertained while they kick back.
Dance, and the other high arts (although I should acknowledge that this is a possibly arbitrary distinction) seem to comfortably belong to the first category. People buy tickets to the symphony, opera, or ballet to temporarily enter a different world--a fantastic world that transcends reality and employs illusions of transcendence from worldly concerns. As they say, "opera is bigger than life," meaning that the exquisite sets and costumes, superhuman singing, and inflated sense of drama go well beyond senses of realism. The audience members themselves don their finest and drench themselves in jewels, both to acknowledge the fantastic sublimity of the performance they expect to see and also to perform themselves--to play a role in the beauty the elite artforms offer.
"Lower" forms of entertainment, ranging from rock concerts to comedy clubs to TV sitcoms, are not inherently meant to challenge or move the audience, or to push them to something beyond their immediate lives (except for Madonna's performances, whose theatricality and intellectual sophistication warrant her a position in the category of the high arts), In fact, most lower artforms tend to be more about the real and real-life experiences, even drawing humor from the mundane.
I believe it is this sense of reality, of the performer as a "real" person, that invites the audience to attempt to engage them directly. Laughter, yelling, and excessive howling and whistling mark the performances of the "lower" arts, not the high ones where reserved applause and the occasional "Bravo" register the audience's appreciation. I would suggest that this particular reservation on the part of the audience stems from, of course social protocol and concerns with decorum, but also out of a marvelous awe of the performers onstage and their temporary inhabitance of the world of fantasy. In other words, the conditions of performance place the performer on a pedestal of admiration and outright worship (don't forget the etymology of the word "diva"!) and place him or her outside of the audience's reach. In the lower arts, the performer must remain withIN the audience's reach to be effective and must relate to them on a fundamental level, appearing
proximate and safe rather than distant, threatening, and intimidating. Lucille Ball, for instance, is responsible for beginning the now longstanding tradition of inviting an audience into the studio for the filming of television sitcoms because she felt she needed the audience's engagement and reactions to draw out her best and funniest performance.
What, then, are the connections between class and fantasy, between reverence and engagement, between appreciation and protocol, artistic achievement and entertainment, sublimity and relation?

I'm not sure if I agree that "low" art forms are not meant to challenge audience participants. In fact, I think that challenge them in some very meaningful ways... perhaps even more than modes of high art. First of all, there is a distinction you need to make here--"real" and "implied" audience. Next, you need to nuance your "high" and "low" art distinction--it is a bit rough. Oh, and your "diva" thing... that also applies in another "low" art form... drag.
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