Yes, Chaosi have a mature social hierarchy and indeed they are successful conquerors. But the history of our own planet tells us this does not always give you a sense of humor. We still have too much of that problem.
Humor may lead to self-observation or an insight to personal or cultural foible. In the face of terrible consequence, humor can provide hope. Humor says “hey, I get the ridiculous parts of myself and my situation.”
Laugh or cry? Some cultures cannot laugh.
Submitted for your approval: Chaosi do not have a sense of humor. There is no political satire in the Courts of Chaos. Great works of literature are not subject to parody. There are no spoofs. There are no Hellmaid jokes. No one understands the concept of a jester or a pie in the face.
Despite a culture of shapeshifters and metamorphs, long noses and goofy smiles are unheard of. There are no mimes, scary or otherwise. No talking mice. No beleaguered coyotes chasing speedy birds.
Are Chaosi humorless? Canon support? Ghost cats. Dark lords. Strygalldwir. Dara, prize student of Borel.
Merlin. Program the gentleman to blend with Amber culture and he still has no sense of humor. Contrast with Rinaldo for example.
Well, so plenty of evidence from the canon that the Chaosi are humorless and alien. Not a sense of humor in the bunch.
But when you are descendant from a unicorn and a hunchback…
now that’s funny.