Some of the best comedians in the world made their fame in audience interaction. If you can’t cope with it, then you need a new job. A good comedian engages with the audience, not calls it ‘destroying’ them and says they shouldn’t interrupt.
I'm assuming you watched the video before you commented on it. If so, you'd have seen the several times the audience applauded as I dealt with the heckler. You might need someone to explain the words "cope" and "destroy" to you.
I don't like hecklers. I find the want of an amateur to interrupt a professional's show egotistical and short-sighted. That said, I am known for my ability to deal with hecklers. The very video you commented on is nearing a million views. But your premise is false to begin with - there is a big difference between engaging the audience and a drunk guy interrupting you.
No comedian ever "made their fame" by being interrupted. Guys like Don Rickles use formulaic controlled crowd work, a term I'd bet you're not familiar with. And while many comedians are great off the cuff, everyone from Carlin to Pryor to Rock to Hedberg relied on written and rehearsed material.
I am guessing that you enjoy heckling, otherwise my assertion that the audience should be a passive participant in the art wouldn't have bothered you. You've probably always wanted to be a performer, but lacked the talent or the stones to follow your dreams, so now when you go to shows it just makes you sad that you don't get the attention.
The worst part of your comment is that you try to paint yourself an expert, but your knowledge of comedy is clearly limited at best. I am a professional comedian, and have been for 10 years - how could you possibly think you know more about comedy than me? Perhaps next week, you should correct a doctor because you own a few seasons of House on DVD.
And if you still don't think I can "cope" with a heckler, maybe you need to read this a second time.