
Joker is an allegory of the director, Todd Phillips
Todd Phillips bemoans the state of society after the backlash he suffers from his comedy films. Especially the backlash by the 'Woke' culture.
In one interview with Vanity Fair, Phillips explained: "Go try to be funny nowadays with this woke culture. There were articles written about why comedies don’t work anymore—I’ll tell you why, because all the fucking funny guys are like, ‘Fuck this shit, because I don’t want to offend you.’ It’s hard to argue with 30 million people on Twitter."
Like in the movie, Arthur's stand up comedies are not being well received by the crowd. Even after he takes note on what makes the crowd (society) laughs prior to that. The scene shows that he has a different sense of humor when he laughs alone whilst the crowd isn't.

In the finale where Arthur is the guess in the Murray Franklin show, this is where it is actually Todd Phillips talking to the mass and the media.
Murray Franklin: Let me get this straight, you think that k*lling those guys is funny?
Arthur Fleck: I do. And I’m tired of pretending it’s not. Comedy is subjective, Murray. Isn’t that what they say? All of you, the system that knows so much, you decide what’s right or wrong. The same way that you decide what’s funny or not.
Audience Member: Get him off!
Right after Arthur shoots dead Murray Franklin, there's a scene in room where multiple TV screen showing multiple coverage of the shooting with someone smoking cigarette in the lower foreground. That is someone who is in control of the media and he is witnessing what the Joker (Todd Phillips) is saying. Message delivered.

Arthur said “I used to think that my life was a tragedy. But now I realise, it’s a comedy.”
Al-Jafree Md Yusop in one of his talks said something that writers will write sad stories when we are happy, and comedies when we are sad. And most film directors will make film about themselves more than about others. This is also closely similar to what Ang Lee does with Life of Pi. In one of his talk, Hassan Muthalib decrypts the whole film as Ang Lee criticising Hollywood.
This might explain why this film is on its own and not connected to any DC's cinematic universe.
The upper class laughs at Charlie Chaplin's "Modern Times" is also laughing at the depression suffered by the Gotham's lower class. Arthur laughs because he understands the joke in it. Frank Sinatra's "Send in the clowns" playing in the end credit is like a mourning tunes towards the death of cinema. Send in the clowns is a theater reference when the show is not doing well, send in the clowns.
Cinema is not doing well. Send in the clowns.

Thank you for dropping by! #teammalaysia @teammalaysia