I am a belated admirer of Victor Borge. A lot of what made him so funny was that he understood the conventions of classical music so very well. And what a fabulous musician he was.
In fact, the tradition of comedians having other skills is long established. WC Fields was by all accounts a terrific juggler and we all know about Steve Martin's musicianship. Charlie Chaplin first entered America as a member of Fred Karno's clog dancers.