Yes, it is inappropriate for the audience to utter any sounds because the debate is meant for people at home to listen without anyone interfering. Laughing will cause voters to lean one way or another. Plus, Trump is encouraged by people who laugh at what he says. We should not encourage him.
It is not inappropriate because it just shows the collective action that everyone was having when he said that. If a whole audience can react the same exact way without knowing what was going to happen, that says a lot about how wrong his words and actions are because no one believes it.
The audience should not be kept quiet. They should be able to react freely in the political debates. If they want to laugh, it should give Trump an idea of the reaction his statement produced, and a chance do defend or elaborate on his statement. As long as the audience is not being rude, like booing or yelling, then they should be able to make moderate levels on noise when appropriate.
While it is fair and reasonable that the debate audience are restricted from shouting out and clapping which could eat into the time of the debate and be used maliciously to put off or intimidate those engaging in the debate, they shouldn't be banned from laughing. Laughing, particularly at such a ridiculous statement, is an involuntary act and it would be rather totalitarian to try and prevent people from doing it.