When the whole table starts laughing at your friend, the loyal one is the one who doesn’t join in.

Group laughter creates real pressure to join, and the pressure is mostly invisible while you are inside it. Joining costs you nothing socially and costs the person at the center a great deal, which is why not joining registers so strongly with them. You do not have to make a speech; the absence of your laugh is already a position.

Hold still when it happens and change the subject a moment later, which is usually enough. Say something to your friend afterwards, privately, so they know you saw it. Being the one who did not join is remembered for years, and it costs a few seconds of discomfort.