Heckling feels natural while watching a live stand-up comedy show

See, I feel when stand-up works well only when the person listening feel the setup/ story is real and the comedian is talking to him/ her, right? That's why the jokes are usually in first person..

So, when someone makes a comment, it is usually not because he wants the comedian to shut up, but the person might just be truly engaged and excited about the story.

So, my question to comedians, is there some way you know a person is just being enthusiastic and you can use it to maybe not get offended and continue the act/ build from the crowd work?

I know it would be difficult to continue because of the tight set, but it just feels unnatural to shut the person up who got excited by your joke in the first place 😬