As a professional clown (no, really - check the Captain Franko web site if you don't believe me), I have been on both ends of custard pies.
Being on the receiving end is better - you get the bigger laugh.
The enjoyment at either end comes from the roots of comedy: surprise, anticipation then release... and the mock suffering of others.
Being pied is a chance to look foolish without real humiliation & throwing a pie in someone's face (normally planting rather than letting go & throwing) is extremely satisfying. Have a go next time your going through customs...