I wouldnt necessarilly say you were doing a bad thing by shouting out a line that was meant to be shouted out anyway, Ive done that before back when he was doing the death saw by shouting out "Move your feet!" before his stage hand could. No big deal, plus like you, in a way I got to be an "unofficial" part of the show. There were even parts of the show where he'd do an effect where there would normally be applause & there was none, so I was the "applause starter."
& in another case, I helped make a moment funnier while at the same time getting DCs attention. When he was doing the baby effect, when he says "I need someone from the audience to have my baby.", usually he just says "Put your hand down sir.", but when I was there, before he could say that, I stood up from my chair so he'd see me, so he says "Sit down, sir." & of course, the audience laughed. & at that same show, being that I was seated at the end of the row, I stood up & gave him a high 5 as he ran back down the aisle after reappearing back from Hawaii in "Portal".
But I would DEFINETELY not recommend just heckling for the heck of it & shouting & screaming just for the attention, that wouldnt be proper theater etiquette, or worse, doing anything that would sabatage or compromise the safety of the show. For example, I've heard of people that try & get him to autograph something while he's roaming through the crowd trying to get a volunteer, that's a DEFINITE no no, or using flash photography & blinding him or his staff & potentially causing an accident.