Maybe there's a difference in understanding of the word "heckling." In the US, "heckling" almost always has a negative connotation - heckling is mean-spirited. If the same thing is done in a friendly, light-hearted manner among friends, it's called "banter."
"Banter" happens frequently in U.S. folk performances and singarounds, and it's a very nice thing. "Heckling" is rare.

-Joe-