Inspired by Adam Mosheh's answer:
The Gemara teaches (Beitzah 16a):
Rabbi Shimon ben Lakish said: On Shabbos eve, the Holy One Blessed be He places an extra soul into a person, and on the morrow of Shabbos, they take it from him, as it says (Sh'mos 31:17), "He rested and was refreshed (shovas vayinafash)" - now that he has rested, woe, a soul is lost (vai avda nefesh)!
In fact, the purpose of the b'samim at havdalah is to attempt to revitalize the person after being weakened from suffering this devastating loss (Rashbam, Pesachim 102b, s.v. uShmuel) and/or enduring the "stench of Gehinnom" that is present on motz'ei Shabbos (Bach, Orach Chaim 297:1).
The Gemara teaches that a sigh or groan (such as that suggested by the above quote from Beitzah 16a) weakens the spirit and "breaks" either half the body or the whole body (K'suvos 62a). Reish Lakish holds that fasts would not be declared for motz'ei Shabbos because people were weakened from having lost their extra soul and would be endangered by fasting (Ta'anis 27b).
The Yerushalmi (B'rachos 2:6) teaches that the Satan prosecutes bish'as hasakanah. Perhaps we are therefore more susceptible to the Satan's prosecution on motz'ei Shabbos. The minhag of laughing during havdalah may serve to avert this possibility by convincing the Satan that we are not weakened after all.