There are situations where it isn't: loosing the morher and baby at the same time - you look outside and there is this baboon making fun of it.
But if you look at a Scrooge like situation it might poke someone in the right direction also.
It would be more appropriate to be in a grim reaper costume in front of smoke shops / liquor stores. Nobody would raise an eyebrow. And that's still funny while being the good guy reminding people of the dangers.