Because chuckling is free and Trump tacitly agreeing that he's incompetent is funny.

Catastrophizing doesn't help the situation either, at least a chuckle doesn't blow up your own mental health for no reason.

Sometimes I laugh because otherwise I’d cry.

I chuckle because otherwise I’d cry. I feel you.

I think it's pretty funny that he basically said that any competently planned attempt on his life would have been successful as the secret service is so incompetent.

What is funny to me specifically about this is that while intending to undermine him, Trump did the exact opposite.