How is it that if you made a woman laugh a lot on a first date (with you, not at you, lol) that she would say she didnt see romantic connection?

Just move on man. There is no answer that will satisfy you nor make you feel any better.

The only power you have now is the power to deny her a clown.

Don't be some woman's clown for free. It's demeaning. You're better than that.