The scene at Laena Targaryen's funeral in House of the Dragon has left many fans stumped. While everyone is mourning, Daemon suddenly laughs, a strange and seemingly cruel gesture. But if you dig deeper, there's more to this act than cynical indifference.
The event centers on Waymond Velaryon's speech about blood purity. The words sound like a veiled accusation against Rhaenyra, whose motherhood is being questioned because of her children's appearance. Everyone present understands this, and Rhaenyra clearly feels the pressure from others. It's at this point that Daemon starts laughing. Why? He's not mocking his wife, but trying to divert attention from his niece, switching the focus to himself.
This is his way of protecting his loved ones, not directly, but cunningly and unexpectedly. Daemon cannot openly oppose the Velaryons, this will cause even greater resonance. But loud, defiant laughter knocks down the wave of condemnation and relieves tension. This is a manifestation of care in Daemon's usual style, bold and extraordinary.

Earlier, he had already demonstrated his devotion to his family, protecting his brother from attacks. Here he saves Rhaenyra from awkward glances, sacrificing his image for the sake of her peace. His laughter is not indifference, but a veiled act of love and protection.