There are many words, which emphasize different meaning. Some are negative.
Pleasure aspect of doing whatever you want: bon vivant, hedonist, pleasure seeker.
Going wherever you want, possibly new places (metaphorically too): globetrotter, explorer, pioneer.
Free thought, defiance: maverick, liberal, free thinker, nonconformist.
Disregard for traditional social structures: bohemian, hippie, beatnik.
Disregard for manner and social grace: boor, barbarian, brute, philistine.
Ambition: doer, achiever.
Disregard for law: criminal, outlaw, gangster, robber, lawbreaker, desperado, etc.
Acting in self-interest without regard for trust: back-stabber, snitch, cheater, two-timer.
Acting in self-interest without regard for others: egoist, narcissist.
Best Answer
"Pedantic" is probably the most applicable term, or among the most applicable.
The term describes someone who is overly concerned with fine details that should not matter. The word is very frequently used in applications besides teaching, despite what the definition might say. In this case, the person is concerned with details that normally should not impact the humor of the joke.
Depending on the circumstances, "ostentatious" or "pretentious" might also be applicable, if the person is making their minute grammar or logical corrections in an attempt to seem smarter than everyone else present.