Can I tell a stand up comedian his jokes weren't funny while he was on stage?
That sounds mean. Why are you going to say that to the comedian?
I don't want to tell you my reasons, I'm not obligated to reveal such private things
If you don't have constructive criticism, then you are just going about criticizing someone to be rude. This may lead the comedian to go back on stage and embarrass you in front of everyone.
Who cares what he says, he is a comedian right?
The audience does and he could start making fun you for criticizing somebody while they are doing their job. You don't have to stay and listen if you don't like him.